What does Windows do with character encoding?

Question

Windows

In general, there was such a question. I recently renamed the files under Ubuntu to ch1251 encoding, on another Ubuntu machine, I decoded back to utf-8 without any problems. But on Windows with 866 encoding, I didn’t manage to do this (in the program in which I did it, utf-8 is normally displayed if anything), I couldn’t decode the file names, what could be the reason for this?