Add a new CI step for windows environments

[P-E-P]

Add a new CI step on Windows to ensure the project compiles on this platform with mingw.

Motivation: During upstreaming process we discovered some dlsym code was incorrectly disabled, the project does not compile using mingw anymore.

[P-E-P]

We'll need #2949

[P-E-P]

@MehdiChinoune Any idea about what is going on here ?

From what I understand the standard library requires some win32 functions, I tought linking with -lkernel32 would do the trick but I was proven wrong.

[MehdiChinoune]

Looks like those functions come from ws2_32 library.

[mati865]

In case you need a list of Win32 libraries that official compiler links check https://github.com/rust-lang/rust/blob/360f7d7b731c508c88b7b56921a92d281c05dbf7/compiler/rustc_target/src/spec/base/windows_gnu.rs#L25 and https://github.com/rust-lang/rust/blob/360f7d7b731c508c88b7b56921a92d281c05dbf7/library/windows_targets/src/lib.rs#L37-L41