This feature was requested for the matrix client on desktop. A workaround mentioned was the macos gif keyboard. There have been multiple implementations by users, mine included, but all of them where rejected because of privacy concerns and that the core team hasn’t decided how they wanted it to be designed.
The issue was for a desktop app. As far as I know windows doesn’t have such a feature.
Edit: Win11 introduced a gif option. As far as I know every big chat app for desktop that supports gifs has a extra pop up for gif selection: teams, discord, rocket chat