Windows software to add geotag to JPEGs?

I would try using exif tool to edit the GPS info.
ExifTool by Phil Harvey

ExifTool is a free and open-source software program for reading, writing, and manipulating image, audio, video, and PDF metadata. It is platform independent, available as both a Perl library (Image::ExifTool) and command-line application.

I have only used Android phones and I think by default they include the GPS data, You can turn this feature off and on if you want.

If you just want to view the data you can right click on the file and select properties then click on details.


Photo viewer that comes with Win 10 can also show the GPS data



Now for the obligatory tip:

When uploading pictures to any site make sure the site removes all personal information. Most sites do this automatically but if they don't you can remove it yourself in the properties (first picture) and select "Remove Properties and Personal Information"