Select your operating system for a guide on how to enable Chinese text input.
 
Click Change Keyboards...
 
Click Add...
 
Choose Chinese Simplified, PRC - Microsoft Pinyin New Experience, then OK, then Apply
 
 
Type Pinyin, and select the characters as you type.
 
Most people who live in mainland China typically install a 3rd-party input method. Google Pinyin Input is very popular.
The Google input method has advantages:The downside is the software must monitor all keystrokes to function, so you need administrator privileges to install it.