README: Windows-related improvements

[peci1]

🦟 Bug fix

Fixes https://github.com/gazebosim/gazebo_test_cases/issues/1120

Summary

Added a few improvements related to Windows usage.

Checklist

• [x] Signed all commits for DCO
• [ ] Added tests
• [x] Updated documentation (as needed)
• [ ] Updated migration guide (as needed)
• [ ] Consider updating Python bindings (if the library has them)
• [ ] codecheck passed (See contributing)
• [ ] All tests passed (See test coverage)
• [ ] While waiting for a review on your PR, please help review another open pull request to support the maintainers

Note to maintainers: Remember to use Squash-Merge and edit the commit message to match the pull request summary while retaining Signed-off-by messages.