apacheGH-10: Add test CI: Windows

Fix apacheGH-11

This part: https://github.com/apache/arrow/blob/58415d1fac50cb829b3dcf08526033d6db8c30db/.github/workflows/go.yml#L272-L303

.github/workflows/test.yml

@@ -61,3 +61,31 @@ jobs:
       - name: Test
         run: |
           $(brew --prefix)/bin/bash ci/scripts/test.sh $(pwd)
+
+  windows:
+    name: AMD64 Windows 2019 Go ${{ matrix.go }}
+    runs-on: windows-2019
+    timeout-minutes: 25
+    strategy:
+      fail-fast: false
+      matrix:
+        go:
+          - '1.22'
+          - '1.23'
+    steps:
+      - name: Checkout
+        uses: actions/checkout@692973e3d937129bcbf40652eb9f2f61becf3332 # v4.1.7
+        with:
+          submodules: recursive
+      - name: Setup Go
+        uses: actions/setup-go@0a12ed9d6a96ab950c8f026ed9f722fe0da7ef32 # v5.0.2
+        with:
+          go-version: ${{ matrix.go }}
+          cache: true
+          cache-dependency-path: go.sum
+      - name: Build
+        shell: bash
+        run: ci/scripts/build.sh $(pwd)
+      - name: Test
+        shell: bash
+        run: ci/scripts/test.sh $(pwd)