CI: Add Cache task on Windows

[florian-vuillemot]

• closes ENH/CI: Cache packages installed from conda #42580
• tests added / passed
• Ensure all linting tests pass, see here for how to run them
• whatsnew entry

[jreback]

how much does this help with build performance (look at master vs this PR).

cc @lithomas1 @fangchenli

[fangchenli]

I don't see the Azure builds here. Is it actually running?

[fangchenli]

how much does this help with build performance (look at master vs this PR).

cc @lithomas1 @fangchenli

Not sure. I never got cache working in #42581

[fangchenli]

I think the third key should be a file path (without the double quotes). Another concern is that we don't specify the exact version of dependencies in those yaml files. So their updates won't get reflected in this hash. We might need some kind of lock file, like this one https://github.com/conda-incubator/conda-lock, for this.

[florian-vuillemot]

I think I'm going the wrong way. Maybe I misunderstood the goal of the issue.

When I read builds, I could see at least two steps that run often that can be improved:

• Install dependencies
• run conda-incubator/setup-miniconda

run conda-incubator/setup-miniconda already has a cache but maybe we could improve it ?

[jreback]

similar to #44029