To integrate URLhaus with Wazuh, and as it's described in the blog, you would need to do two things: first configure the endpoints you wish to monitoring to collect logs about network activity (to later be able to detect malicious URLs access) and second configure Wazuh server to check URLs access logs received from endpoints against URLhaus. The latter you should be able to do following the blog (creating a script, etc), the former in the case of the blog is done using
Suricata. This tool seems to provide a version for Windows so you could try that or if that doesn't you could try work any other tool for Windows that is able to monitoring network interface activity.
Regards.