Adding slightly to what MEB said, the Mac OS Media Browser is primarily intended as a way to browse through the image libraries some Mac apps like the Apple Photos one store image files in, which can't (or should not be) accessed directly. The Affinity version uses third party code to enhance that OS level feature slightly, but for images not stored in these libraries it isn't really needed, so Window users are not missing out on anything of importance.
Besides the Place Image Tool, you can also use the File ▸ Place... command or simply drag the images from a File Explorer window to the canvas of an existing document. You can also drag them over the toolbars/ui on top (or to the canvas if there's no documents open) to open them as new documents, so you are not missing much with the lack of the Media Browser.