GitHub Actions: Enable windows builds

[lukpueh]

Description of issue or feature request:
Configure recently added GitHub Actions workflow (see #324) to run tests on windows too.

This is likely to require some troubleshooting, see:

• Add Github CI workflow #324 (comment)
• maybe Vendoring-compatible imports #316 (comment)

Current behavior:
tests run on linux and mac

Expected behavior:
tests run on linux, mac and windows

[jku]

I think the TestStorage failure is a test bug and maybe an issue with path handling :

1. test_exceptions() does create_folder('/none/existent/path'): not sure who should be taking care of OS specific things here
2. Even if the path is nomalized for windows, it would end up on the current drive. I think the whole current drive is writable in github actions... so test should not fail there