Add build and test steps running on Windows

[mgrachev]

✔ Checklist:

• This PR has been added to CHANGELOG.md (at the top of the list).

[codecov-commenter]

Codecov Report

Merging #216 into master will not change coverage.
The diff coverage is n/a.

@@           Coverage Diff           @@
##           master     #216   +/-   ##
=======================================
  Coverage   96.56%   96.56%           
=======================================
  Files          15       15           
  Lines        1457     1457           
=======================================
  Hits         1407     1407           
  Misses         50       50           

---

Continue to review full report at Codecov.

Legend - Click here to learn more
Δ = absolute <relative> (impact), ø = not affected, ? = missing data
Powered by Codecov. Last update 76e7b7d...bc4e16c. Read the comment docs.

[DDtKey]

This is exactly what we need! 🚀
The tests did not pass precisely because of the UNC, which solves #213