According to Supported version & edition upgrades (SQL Server 2019) the lowest version from which upgrades are supported are SQL 2012. This may be due to the fact that when SQL 2019 was released, SQL 2008 was already unsupported version. That is, it may work, but it would be not supported, so if things fail half-ways, you cannot get any help. You may also find that Setup actively blocks you from upgrading.
There is also the question about the operating system. There may not be any operating system that supports both SQL 2008 and SQL 2019, so you may have to upgrade the OS as well.
The alternative is to install a new instance of SQL Server, and then copy the databases with backup and restore. (This does work.) You would also have to copy logins from the new instance. You will also have to change clients to refer to the new instance. Then again, if you install new instance on a new machine, but use the instance name of SQLEXPRESS, you can give the new machine the same as the old one.