Windows support #19
Description
Hello,
I would like to experiment with this cpp client on Windows, but wasn't sure whether that might be a good idea given that the build system currently supports only macOS and Linux. Please do you think there might be some obvious roadblock when trying to use this on Windows? I was thinking of installing the dependencies and then using the cmake commands (as found in build.sh) but wanted to first check if I am not missing something, Thanks.