## Description
Before there was no clear way of running msys2, and even if there was, there is no guarantee of it working, well I fixed it, and added a CI, so that we can always know if it works. Furthermore I added 2 targets more: UCRT64 and CLANG64, yes, compilation with clang64 means we can also compile with clang for windows on arm :D, plus clang has better error messages overall, anyway.
## Related Issues
#17367
## Reviewers
Anyone, it's my first PR here.
90d3e0be17