Sparrow isn’t run on the server, you run it on Windows, etc like you have. Then it connects typically to an indexer (Electrs Pruned in this case) running on the server via Tor.
You are trying to connect it directly to the Knots RPC on a native Windows installation. I’ve not done that before, but I assume it is the same as connecting normal Sparrow up to Core on Windows (see this guide here, for example)
I currently am only maintaining the “standalone” versions for Windows (the .zip file) and Linux (the .tar.gz files). If it becomes popular enough, I’ll expand that out. Note that on Mac, I don’t have an Apple signature, so it will try to convince you not to install it (you’ll have to jump through some hoops, unforutnately)