I might be missing some basic piece of info. but I have what sounds to me like a really simple question...
Documentation about bitbucket pipelines says very explicitly that: "Each step in your pipeline runs a separate Docker container."
Welcome to the Bitbucket Cloud Community! :)
You are correct - Windows Runners do not run within a Docker container, the documentation specifying "Each step in your pipeline runs a separate Docker container." applies to Bitbucket Pipelines itself rather than the Runner component.
Unfortunately, it is not possible to run a self hosted Windows runner within a Docker environment (also known as a Docker-in-Docker Image), this is listed under "Unsupported Features":
Hope this helps.
- Ben (Bitbucket Cloud Support)