[Windows] Provide an installer or improve distribution otherwise
The CI already produces a zip file with self-contained Windows builds, i.e. containing all necessary dependencies and resources.
In order to use it, users must download the file, extract it and then find and click on the binary, which is actually not trivial given that there are a lot of files at the top level of the zip file, including multiple helper binaries. This could definitely be improved.
Ideally, we'd build an installer or self-extracting executable around that zip file. Alternatively, there are a couple of Windows "package managers" which we could use for distribution.