Task Failing on Self-Hosted Action Runner(Windows)

[Vinay Sandela]

Configured Checkmarx scan in GutHub Actions workflow using "checkmarx-tscheckmarx-github-action" action.
We are getting below error -
Error: Unable to locate executable file: curl. Please verify either the file path exists or the file can be found within a directory specified by the PATH environment variable. Also verify the file has a valid extension for an executable file.

Using Self-Hosted Windows Action Runner and Installed Checkmarx CLI there from https://www.checkmarx.com/plugins/.
Also added it in the PATH Env variables.

Added below in the workflow -
- name: Checkmarx Action
uses: checkmarx-ts/checkmarx-github-action@master
with:
cxServer: https://checkmarxserver.net/
cxToken: ${{ secrets.CHECKMARX_CLIENT_SECRET }}
cxTeam: \CxServer\Sx\Cx\IPS\ABC\TEAMABC

Please suggest. Thanks