Windows 8 and later has PrefetchVirtualMemory[1]. Before that your best bet is to get a little hacky and try reading the file asynchronously to get it in the cache (Windows caches files pretty aggressively, so this more or less works).
Seems that VirtualAlloc() [1] is a little bit closer to madvise(), but still is pretty far. madvise() is quite
powerful. For instance, take a look at MADV_FREE.
I figured the use-case here was MADV_WILLNEED, which is what PrefetchVirtualMemory is for. VirtualAlloc flags would be for things like reserving virtual pages without committing them.
There's no single API on Windows that does the myriad of things that madvise does.
[1] https://msdn.microsoft.com/en-us/library/windows/desktop/hh7...