Add windows to `test_python` and fix compilation/importing #460

Job	Run time
wheel-*nix (ubuntu-20.04)	7m 48s
build-windows	10m 37s
build-*nix (ubuntu-24.04)	4m 9s
wheel-*nix (macos-12)	5m 46s
build-*nix (macos-12)	7m 53s
build-*nix (macos-latest)	4m 56s
wheel-*nix (macos-latest)	2m 41s
wheel-*nix (windows-latest)	7m 29s
Test wheel on all python versions	0s
Publish to test.pypi.org	0s
Publish to pypi.org	0s
	51m 19s

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