The de-facto tool for this is Metaploit. It currently has support for 1200 exploits of which ~900 apply to Windows.
You'd typically run Metasploit from a Kali Linux via the Metasploit console
msfconsole. From there you
use an exploit,
set a target,
set payload and
Must have resource: the SANS Metasploit cheat sheet
Metasploit (the command line version, I have no experience with the paid versions) is not self-explaining, so you might take an online course, e.g. Penetration Testing and Ethical Hacking with Kali Linux at Pluralsight (there's a free trial that should be sufficient to watch this one).
Note that the default download page  just distinguishes between the community edition and the Pro version but if you look at the editions page  there is also the "framework" edition, which is the command line tool used by security analysts and released as open source (BSD license).
If you extract the
.tar.bz2 archive, make sure your virus scanner is turned off or excludes the directory you're extracting to, otherwise the virus scanner will quarantine many of the files, since they are known to be threats.