Test including "complex.h" in MSVC (#5527)

Follow up to d8bb216 just to
ensure the behaviour is tested.

tests/run/complex_numbers_c99_T398.h

@@ -7,8 +7,15 @@
 #include <complex.h>
 #if !defined(_Complex_I)
 #error The "complex.h" header does not define the '_Complex_I' macro.
-#error Please report this to Cython developers <cython-dev@codespeak.net>
+#error Please report this to Cython developers <github.com/cython/cython/issues>
 #endif
 
+#elif defined(_MSC_VER)
+/* Although the MSVC compilers implementation of complex isn't
+   compatible with Cython, it shouldn't cause Cython to define
+   CYTHON_CCOMPLEX. Instead Cython should use it's own complex
+   implementation.
+ */
+#include <complex.h>
 #endif
 #endif