[ci] [python-package] support Windows on arm64

[jameslamb]

Summary

There are now GitHub-hosted Windows 11 arm64 runners!!!

https://github.blog/changelog/2025-04-14-windows-arm64-hosted-runners-now-available-in-public-preview/

LightGBM should use these:

• to test that the project builds on Windows arm64
• to build distribute Windows arm64 Python wheels

Motivation

Makes lightgbm easier to install and build in Windows-on-Arm (WoA) systems. See https://learn.microsoft.com/en-us/windows/arm/overview

Description

This issue could be complete if this is set up for the Python package.

We should TRY the R package, but as of this writing Windows arm64 is not a platform that CRAN expects package to support (https://cran.r-project.org/web/checks/check_flavors.html) and not one that R is yet easy to install on (https://github.com/r-lib/actions/issues/999, https://cran.r-project.org/bin/windows/base/).

References

N/A