Every time I've had a windows install come with my computer, there has been a sticker somewhere with the serial key. I've even been able to reuse that key for other computers before.
I wish I could fully abandon my windows partition, but sadly my sim racing peripherals don't all work on Linux, and I bought those before I started thinking about switching.
Purely theoretical as I don't have any sources on how cars are doing this, but they could be communicating over low band networks similar to how Amazon home devices make a mesh network. Your car could send data to another car of the same manufacturer, who then phones home that data.
Every time I've had a windows install come with my computer, there has been a sticker somewhere with the serial key. I've even been able to reuse that key for other computers before.