My guess you have a third party system/file extension installed on Windows that tries to preview or open the font file and fails since it is not a recognized Windows file format. Stock Windows and Sigil does not crash using Add Existing to add woff files.
Please generate an actual crash report and post it in case provides a hint of what is going on.
As others have said, Windows does not need to recognize the woff file in order to embed a woff font into an epub that will work with various readers and Sigil's Preview.
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