Windows CI

[pfilipko1]

Description

Related Issue

Motivation and Context

How Has This Been Tested?

Screenshots

Checklist:

• [ ] I have read the CONTRIBUTING document.
• [ ] I have updated the relevant documentation.
• [ ] I have added tests for new logic.

[marcin-ol]

One more thing. I suggest to remove

SET ERRORLEVEL=

in all Windows build file, unless used before calling local routines (calls to labels); our bat files don't do it right now.

Rationale:

• condition IF ERRORLEVEL doesn't check the environment variable %ERRORLEVEL%; see this old blog "ERRORLEVEL is not %ERRORLEVEL%";
• resetting ERRORLEVEL should not be needed before calling commands like python, WHERE, wget as well as built-in commands (dir) and so on; they set it by default.

[Jongy]

Failrues are not related - I merge it.

@pfilipko1 it can be nice to add storing the artifact, so it can be downloaded from the CI. Let's add in a separate PRs?