Consider a build matrix with Windows

**Describe the bug**
Users in Discord in the past have reported issues with building the CLI while following along with the tutorial. We should be able to catch these bugs in the CI by building for a Windows machine as well as the usual Ubuntu. See [`ldk-node`](https://github.com/lightningdevkit/ldk-node/blob/main/.github/workflows/rust.yml) for an example build matrix.

**Build environment**
- BDK-CLI tag/commit: master
- OS+version: windows 10
- Rust/Cargo version: stable