Add CI on Windows

[IRDonch]

Summary

Add Windows CI builds and fix/work around any issues that they found.

How to test

Checklist

• I submit my changes into the develop branch
• I have added description of my changes into CHANGELOG
• I have updated the documentation accordingly
• I have added tests to cover my changes
• I have linked related issues

License

• I submit my code changes under the same MIT License that covers the project.
  Feel free to contact the maintainers if that's a concern.
• I have updated the license header for each file (see an example below)

# Copyright (C) 2021 Intel Corporation
#
# SPDX-License-Identifier: MIT

[zhiltsov-max]

Why do we need a wheel? We should be able to build from sources with Cython. 3.9 looks like a thing we need to support (for example, ubuntu 21.04 already uses it).

[IRDonch]

pycocotools-windows doesn't have sources either.

I considered switching to pycocotools for Python >=3.9, but that doesn't build on Windows prior to version 2.0.2, which we have disabled.

[IRDonch]

I just realized I forgot to add a changelog entry. WIll do so shortly.