Add windows to `test_python` and fix compilation/importing #454

Job	Run time
build-windows	7m 30s
build-*nix (ubuntu-24.04)	4m 10s
wheel-*nix (ubuntu-20.04)	10m 10s
build-*nix (macos-12)	8m 32s
wheel-*nix (macos-12)	6m 59s
build-*nix (macos-latest)	5m 42s
wheel-*nix (macos-latest)	2m 48s
wheel-*nix (windows-latest)	8m 30s
Test wheel on all python versions	0s
Publish to pypi.org	0s
Publish to test.pypi.org	0s
	54m 21s

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