Add Windows to build matrix

[JPercival]

Description

Adds a Windows build to the matrix so that we can validate the tests run on Windows.

• Github Issue:
• [x] I've read the contribution guidelines
• [x] Code compiles without errors
• [x] Tests are created / updated
• [x] Documentation is created / updated

By creating this PR you acknowledge that your contribution will be licensed under Apache 2.0

[JPercival]

I expect some failures here, this is just setting up a branch to work from.