You don't use the Java JDK when building native-images. Instead, you download GraalVM from their web site and it is packaged just like a JDK, complete with all of the usual JDK commands and modules etc. It needs to be set up as your JDK.
Maven of course is also necessary for this discussion but Graal can be compiled with Gradle as well.
You need some VisualStudio Build tools: