For reasons I won’t describe here, I had to quickly install nco on Windows, and figure out how to use the command line to loop over files in a given directory. So, I navigated to the folder where I have nco on the command line, and ran this to loop over the files in my climate folder.
for /r %i in "C:\Users\me\myfolder" do ncpdq -a lat,lon %i %i_out.nc