PHP on Windows has limited support for file names containing 8bit characters. This problem is described in #238299-15: file_create_url should return valid URLs together with an obsolete patch. That particular issue was marked as a duplicate of #284899: Drupal url problem with clean urls, but the Windows-specific parts were left out. They still need to be addressed.
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Comment #1
c960657 commentedA fix for this issue is included in the latest patch for #443286: Windows File Handling: International characters break file handling, permissions don't translate.