The simple reason is because fonts are copyrighted and the ones that come with Windows aren't released for free. Some are, and can be downloaded from their site, but they are fewer than they used to be (they've removed some).
There are a lot of public domain fonts out there to download, but they are often not of the same quality as the ones you pay for. They are often missing special characters and bold/italic version etc.
The best way is probably to find a font package somewhere unless you have Windows.