Update CI configuration to support multiple OS environments

[DanielAvdar]

add windows tests for ci, required for preventing and solving issues related to windows.

Motivation and Context

How Has This Been Tested?

Breaking Changes

Types of changes

• Bug fix (non-breaking change which fixes an issue)
• New feature (non-breaking change which adds functionality)
• Breaking change (fix or feature that would cause existing functionality to change)
• Documentation update

Checklist

• I have read the MCP Documentation
• My code follows the repository's style guidelines
• New and existing tests pass locally
• I have added appropriate error handling
• I have added or updated documentation as needed

Additional context

[DanielAvdar]

We need to reference issues related to Windows testing for better context. Relevant examples include:

#671: MCP Tool execution hangs indefinitely in stdio mode when calling external Python scripts
#575: RuntimeError during cleanup on Windows – no running event loop
#391: Proactor Windows warning on cleanup when using stdio_client
#526: MCP Server with Python on Claude Desktop Never Exits
#391: Proactor Windows warning on cleanup when using stdio_client
#433: SSE Connection Failure Described as "throw new Error('Not connected')"
#662: Error when calling MCP tool with arguments and tool name in live environment
#668: Will not work if multiple MCP inspector windows are open
Additionally, a review from the maintainers is needed. The required PR checks are targeting outdated test names (specific to Linux). Maintainers should update the required checks to reflect the new configuration.

@ihrpr