I have a 16gb compressed zst file. how would I decompress it on windows? I do not have the memory to handle the decompressed version, so it needs to be written straight to a file.
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At the risk of sounding obvious, you need a windows decompressor that supports zstandard.
At the zstandard releases page, there are two prebuilt Windows executables, zstd-v1.5.5-win32.zip and zstd-v1.5.5-win64.zip available.
Regarding the amount of memory needed, zstandard will not decompress it completely into memory before writing to the filesystem -- it works in a streaming mode loop that operates like this pseudo-code
WHILE NOT at eof of zstd file
read a small part of the compressed data into memory
uncompressing it into memory
writes the uncompressed data to disk

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5When you have the zstd.exe, you can decompress a file usign the following command: zstd -d path/to/your/filename.zst – duesterdust Jan 08 '23 at 14:31