Straightest way to compile a new kernel driver module?

Dear Community,

there is a Rocket sample image on the SD card of my Cyclone V Soc development board.

Now I would like to create and test an own kernel driver module. I have already written the C code for it and copied it to a file on the Linux system on the SoC via the terminal connection. I thought I could compile the file on the Linux system, but there seems to be nothing on the system, neither the Linux kernel headers nor any update options via apt or similar. So it doesn't seem to be that simple.

Do I really have to go through the whole SoCEDS software development flow and build a new SD image only to compile a new kernel driver module? Or is there an easier way?

I usually work on a Windows system.
In a pinch, I also have a laptop with a Mint system.

Any ideas?

Best regards