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This PR adds CI for the Julia and R client on Windows. Since #12, the Julia client alone should be enough to make sure we don't have any major regressions, but the R client has some Windows-specific things which are good to test as well.
The Python client seems to have difficulty with the complex environment in the Github Actions runner (I have counted 5+ libgcc installs - so far) and fails to load. I think it's probably solvable (I have two separate Windows machines that it does work on), but for now I figured it was better to have some testing rather than wait.