Relatedly, if you're holding down Command while an app is selected in the Command-Tab application switcher, pressing the Up or Down Arrow key will show all windows for the selected app. From that presentation, arrow keys can be used to highlight a window and Space Bar will select the highlighted one.
@sottovoce
None of that is the same as the all-windows style of the Windows Alt-Tab switcher, but it's close, and kind of intentionally different since Mac operating systems are application-focused and Windows systems are, well, windows-focused. There have been Mac apps which replicate the all-windows style of the Windows switcher. For example, this app called AltTab:
https://alt-tab-macos.netlify.app
The other option to note is Mission Control for getting a display of all app windows. On my system it's set to Control-Up Arrow, but I'm not certain if that's the default or a custom shortcut. The system setting is shown in System Preferences > Keyboard > Shortcuts > Mission Control. It can also be invoked with an Apple Trackpad gesture if you have a notebook or external trackpad.