Epic: Add windows to Nightly Smoke test run.

[jonvanausdeln]

Describe the issue:

We currently only run smoke tests on Linux. We should add Windows to the mix as traditionally, a majority of our users are on windows.

This might involve other work (such as getting things to run in parallel).

• Github action to bring up Windows machine
• Set up the Windows machine for smoke tests
• Run Unit tests
• Run Integration
• Run smoke 1 test