[Task]: Test cythonized package on Windows and macOS

### What needs to happen?

The released python wheels are cythonized and compiled. However, currently we only tests cython on linux platform (precommit on jenkins). Windows and macOS tests should be added probably with Github Action.

### Issue Priority

Priority: 2

### Issue Component

Component: build-system

Start by reviewing the existing Linux Cython testing in the Jenkins precommit setup and the Python wheel release configuration. Add GitHub Actions coverage for the cythonized package on Windows and macOS, and verify that the compiled wheels are tested successfully on both platforms.

Written by the indexing model from the issue text.