Exactly, this is why many of the Apple services are useless unless you are 110% in their ecosystem. At least Apple Music is the one app they somehow made available on Android and Windows.
There's a feature on the AirPods that allows you to enroll them in your iCloud account enabling Find My.
All you need to do is connect the AirPods to an iCloud-enrolled Apple device, and it will automatically connect to that iCloud account.
Oh, but it's not any iCloud-enrolled device, it must be an iOS device. Connecting them to my MacBook didn't do anything.
I went into the Apple Store to ask for a solution to that problem. They legitimately asked me why I'm buying AirPods if I don't have an iPhone -- they're called Air Pods after all... Anyway, their proposed solution was for me to buy a refurbished iPad for $450 to connect the AirPods to my iCloud.