Enable tests on Windows CI

[kunagpal]

https://www.appveyor.com/docs/

[segfaultmedaddy]

Probably after #649

[shadowspawn]

See #916 for Azure implementation, interesting with multiple platform support.

[shadowspawn]

We are currently trying the GitHub Actions beta, with Windows enabled as a platform.
#1027

[shadowspawn]

v4.0.0 has been released with GitHub Actions including tests running on Windows.