Add tests for Windows

[mlxd]

Before submitting

Please complete the following checklist when submitting a PR:

• All new features must include a unit test.
  If you've fixed a bug or added code that should be tested, add a test to the
  tests directory!

• All new functions and code must be clearly commented and documented.
  If you do make documentation changes, make sure that the docs build and
  render correctly by running make docs.

• Ensure that the test suite passes, by running make test.

• Add a new entry to the .github/CHANGELOG.md file, summarizing the
  change, and including a link back to the PR.

• Ensure that code is properly formatted by running make format.

When all the above are checked, delete everything above the dashed
line and fill in the pull request template.

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