Windows VM on github workflows

[jeyvison]

We recently had an issue that only applied to Windows(#162) so it would be good if we had windows images on the workflows besides the linux images we're using.

[Aditya-Guntur]

Hey, is the problem still relevant? I'd like to work on it.

[m-reza-rahman]

This was pretty early on. I would say you should first review the code and see if this is relevant any more. I don’t think we have much OS specific code if any. If it is, it’ll be good if we can mix in Windows in one of the two workflows. Duplicating things just for Windows seems a bit overkill to me.