[REQUEST]: Support libraries on MSVC/Windows #7194

Is your feature request related to a problem? Please describe

Our Windows compilers don't have support for libraries and includes currently. We lost this facility when we migrated from Microsoft-hosted compilers to our own setup.

Describe the solution you'd like

Ideally all the headers, if not the linkable part of libraries, should be available on Windows compilers (CL and mingw) as it is on Linux.

Describe alternatives you've considered

n/a

Additional context

See:

• [BUG]: can't include Boost libraries with MSVC #6681
• [BUG]: cccl library includes are not being found with msvc #7193
• [BUG]: MSVC could not find fmt headers #7104
• [LIB REQUEST] ETLCPP with MSVC #2514
• [BUG]: MinGW compilers can't find fmt headers #6596
• MSVC can't open include file <Eigen/Core> #7188