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Internet Recovery is only available on 2010 Macs and later.

I do not recommend it if you have a slow internet bandwidth.

If your MAC supports this type of recovery keep in mind that the MAC OS X Version which came pre-installed on your MAC is installed. If you want a later version than that which came with your MAC, you then have to update your MAC OS X through the MAC App Store, which requires another download of MAC OS X.

Also keep in mind that if your internet connection is lost, you might have to start over again.

It's best if you download the desired MAC OS X version setup (if it's available to you) from the App Store from the purchases tab, and put it on a flash disk (USB Pendrive) and install it through a USB pen drive.

I installed MAC OS X several times, through both methods and successfully without any issues (first one was a 2012 Macbook, which HDD had failed), and a 2009 Macbook Air (required a reinstallation, wasn't hardware related).

MAC OS X is pretty much straightforward, much easier than a Windows Re-installation.
 
You have to format USB drive HFS+, the copy either a supported OS X install disc's contents to it or create a bootable USB out of a Mac OS X installation app.
 
As far as I know, there is no way without pirating it for you to be able to download macOS using Windows.
 
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