AppVeyor build for Windows tutorial

[rcurtin]

It would be really nice to automatically test the Windows tutorial from #1436. In order to do this, we could create a special .vcproj configuration and put it in an .appveyor directory, then modify appveyor.yml to drop that configuration in place and build it. That's not the only way to do it, but it's one idea.

[mlpack-bot]

This issue has been automatically marked as stale because it has not had any recent activity. It will be closed in 7 days if no further activity occurs. Thank you for your contributions! 👍

[shrit]

@rcurtin I think we can close this once #2664 is merged what do you think?

[rcurtin]

@shrit actually, the problem would still exist; we'd simply need to implement it on Azure instead of AppVeyor. 👍