IBM released VisualAge PL/I Enterprise for OS/2 and Windows NT (5639-D65) in 1998, but it is no longer available or supported since 2006. More information can be found at the end of marketing and end of support announcements. There is no replacement product for the Windows compiler.
IBM formerly made the Windows PL/I compiler available within bundles, such as WebSphere Developer for zSeries, renamed to WebSphere Developer for System z (5724-L44). WebSphere Developer for System z allowed for development on Windows and z/OS, but the last release (V7) hit end of support in 2010. Rational Developer for System z (RDz) was later introduced, which was renamed to IBM Developer for z Systems (IDz) (5724-T07), however, IBM Windows compilers including the PL/I compiler were removed in RDz V9. RDz V8.5 was the last release to include it, and it hit end of support in 2017.
You may find more responses on Stack Overflow discussing other vendors that offer a PL/I compiler for Windows.