Thanks for your answer. I was looking at the Sidehack sticks, although I am doing this on a budget right now so I couldn't afford many of them. Such a shame that it doesn't work on the Raspberry Pi. Probably because the drivers aren't compatible with ARM processors
just install Ubuntu on a PC partition and make it double-boot;
it works great and ubuntu installer is smart enough to give you a choice between windows or linux on each restart.
Alternatively, Superbpag (USB 3.0) and Plugable (usb 2.0, but slots can handle up to 1.5A) are known to work with rasp pi (any of them, including pi zero).
BTW, gekkoscience sticks DO work great on rasp pi, of course, just not with that Anker.