Is there a peg solitaire game for Windows?
Marble Solitaire in Games by Zaweba is the old wooden peg board with glass marbles: jump and remove until only one is left, with undo and hints.

Marble Solitaire is the peg solitaire game in Games by Zaweba, a free collection of 82 original games for Windows. It sets out the old wooden peg board with glass marbles, and the job is the one you remember: jump a marble over its neighbour into an empty hole and take away the marble you jumped. Keep going until only one is left.
It sits on the Puzzles shelf of the library, works without an internet connection and has no adverts or accounts, so it makes a calm game to keep on a family PC.
How a jump works on the board
A move is always a straight jump. You pick a marble, hop it over one neighbour into the empty hole directly beyond, and the neighbour is lifted off the board. You cannot jump into a hole that is already filled. When there are no jumps left anywhere, the game is over and the marbles that remain are your result.
One marble left counts as a win. Finishing with that last marble in the centre hole (or in the starting hole on the triangle board) is a perfect game, which is a much harder thing to manage than simply getting down to one.
You can play with the mouse in two ways. Drag a marble to the hole you want, or click a marble and then click one of the glowing holes it can reach. The glowing holes are handy early on, because they show at a glance which jumps are legal from the marble you have picked up.
Undo and hints without shame
Peg solitaire punishes one careless move twenty jumps later, and that is why Marble Solitaire gives you Z to undo. Step back as far as you need to and try the other branch. H gives a hint when you are properly stuck. Using them is not cheating in any sense that matters; this is a puzzle against yourself, and seeing a better line is how you learn the board.
A good habit is to play the opening quickly, then slow down as the board thins out. The middle of the game is where the marbles start to strand themselves in corners with no partner to jump, and a few undos there teach more than starting again from the beginning.
Thinking ahead on the peg board
The players who finish on one marble tend to keep the marbles in groups. A single marble stuck out on the edge of the board, with empty holes all around it, can never be taken unless another marble comes to it, so try not to leave loners behind. Clear each part of the board in tidy sweeps rather than picking marbles off at random.
Another useful idea is to think about where the last marble should land. If you are going for the perfect finish in the centre, the last few jumps need to point inwards, so keep a couple of marbles near the middle until the end rather than clearing it early.
Playing it in Games by Zaweba
Open the app and you will find Marble Solitaire on the Puzzles shelf, or type its name in the search box (Ctrl+F) to go straight to it. The game opens on a title card that sets out the rules and controls, and F1 brings the same explanation back at any point. Esc pauses, F11 makes the board fill the screen, and the game pauses on its own if you switch to another window.
Your plays and best result are kept on the game's tile, and if you find yourself coming back to it, the star on the tile adds it to Favourites. Nothing is sent anywhere: the scores stay in a file on your own PC.
If you enjoy Marble Solitaire, the rest of the Puzzles shelf is worth a look too. Switch Off and Slide Puzzle are the same kind of quiet, thoughtful game, each with its own way of tying your thinking in knots.