Windows (and Mac, linux) drivers generally work on a "page". The page sizes available in the driver depend on the paper sizes your printer supports. For desktop printers this is A3 (US Tabloid) or smaller.
Laser printers generally only support those sizes, but some may also support a longer page (banner), typically up to 1.2m (4ft) long. These are all "single pass" printers, where all colours are printed simultaneously. 4-pass laser printers (one colour at a time, hence colour printing is 4 times slower than mono) cannot print banners. There are no desktop lasers that support longer sizes.
With inkjets it is conceivable that the printer can print continuously, without having to eject the paper. Only the printer manuals can tell you whether your printer is able to. If it is, you still need special software that supports continuous printing.