make test fails on windows

#1751 adds a test that makes symbolic links.

This fails on windows unless you are 'root' - see https://doc.rust-lang.org/stable/std/os/windows/fs/fn.symlink_file.html#limitations

This means that anybody on windows has to diagnose why this test fails, which is not obvious. (No normal dev on windows runs as root, just like on linux etc. Note that the github ci tasks works, so they must be running with the correct rights)

Maybe just having this bug report is enough to help out as google will find it. Alternatives:
- detect the 'not enough rights' failure and end the test as successful
- look for lack of root and exit the test early
- doc in readme under the 'build' section.