CI: Add Cache task on Windows
- [ ] closes #42580
- [ ] tests added / passed
- [ ] Ensure all linting tests pass, see [here](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#pre-commit) for how to run them
- [ ] whatsnew entry

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

cc @lithomas1 @fangchenli  I don't see the Azure builds here. Is it actually running? > 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 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 ?

 similar to #44029 