Just out of curiosity, whenever you plug a “new” storage device into a Windows computer (such as an USB stick), Windows would need to install drivers for it before you can use it (it shows up as “Windows is installing drivers for your device” or so). However, with a Linux computer it seems like it does not need to install drivers - you plug it in, it immediately works.
Does anyone know why there is such a difference?
The Linux-kernel contains the required drivers, as loadable kernel modules.
But according to that wiki article it seems like Windows also support the kernel drivers? Would like to learn more…
Yes, Windows NT supports loadable kernel modules, called kernel-mode drivers, but what’s essential here is if the drivers are included in the kernel or not. Drivers are a big part of Linux, and often ⅓ of the changes are for drivers (see for example Linux 3.16).
Maybe you’re interested in Linux kernel > Architecture and Comparison of operating system kernels.