Run clippy on windows in CI

[VianneyRuhlmann]

What does this PR do?

Run clippy on windows, it is currently done in gitlab. This allows us to remove the gitlab job to run clippy only once.

Motivation

We need to run clippy on windows to check windows specific code

[ivoanjo]

"Clippy is home" ;)

[codecov-commenter]

Codecov Report

All modified and coverable lines are covered by tests ✅

Project coverage is 69.67%. Comparing base (6fcf188) to head (ffcea0b).

Additional details and impacted files

@@           Coverage Diff           @@
##             main     #485   +/-   ##
=======================================
  Coverage   69.67%   69.67%           
=======================================
  Files         199      199           
  Lines       26606    26606           
=======================================
  Hits        18539    18539           
  Misses       8067     8067           

Components	Coverage Δ
crashtracker	17.46% <ø> (ø)
datadog-alloc	98.76% <ø> (ø)
data-pipeline	51.30% <ø> (ø)
data-pipeline-ffi	0.00% <ø> (ø)
ddcommon	85.97% <ø> (ø)
ddcommon-ffi	74.15% <ø> (ø)
ddtelemetry	56.37% <ø> (ø)
ipc	84.66% <ø> (ø)
profiling	79.13% <ø> (ø)
profiling-ffi	59.53% <ø> (ø)
serverless	0.00% <ø> (ø)
sidecar	36.26% <ø> (ø)
sidecar-ffi	0.00% <ø> (ø)
spawn-worker	54.98% <ø> (ø)
trace-mini-agent	69.36% <ø> (ø)
trace-normalization	97.79% <ø> (ø)
trace-obfuscation	95.73% <ø> (ø)
trace-protobuf	24.52% <ø> (ø)
trace-utils	90.79% <ø> (ø)