Not that it helps you, but with my previous smartphone I was able to set up a hotspot and connect to it with Kindle. I think also with my laptop when it is connected via Ethernet.
Do you have another WiFi device which you can try? If that does not work either, then it probably has to do with something on the Windows side (security/permissions etc.).
It won’t connect if your Windows device does not have an active Internet connection. The Kindle has to be able to get to amazon.com. A peer-to-peer WiFi connection is not sufficient.
Finally instead of tapping on the SSID name directly, you might try OTHER.. and then Advanced. This will show some other configuration options. It will be helpful to know what security protocol that the Windows 8 device supports for the hotspot (WEP, WPA, WPA2 etc.).
https://www.howtogeek.com/167783/htg...hy-it-matters/