On Windows, you should be able to create a .wezterm.lua in $HOME (which is really just $HOMEDRIVE + $HOMEPATH).
Here is a sample .wezterm.lua which sends a Control-w in response to Control-Backspace, useful for deleting a word behind the cursor:
local wezterm = require 'wezterm'
local act = wezterm.action
return {
keys = {
{
key = 'Backspace',
mods = 'CTRL',
action = act.SendKey { key = 'w', mods = 'CTRL' }
}
}
}