Re-add faiss to windows testing suite
In recent versions, `faiss-cpu` seems to be available for Windows as well. See the [PyPi page](https://pypi.org/project/faiss-cpu/#files) to confirm. We can therefore included it for Windows in the setup file.

At first tests didn't pass due to problems with permissions as caused by `NamedTemporaryFile` on Windows. This built-in library is notoriously poor in playing nice on Windows. The required change isn't pretty, but it works. First set `delete=False` to not automatically try to delete the file on `exit`. Then, manually delete the file with `unlink`. It's weird, I know, but it works.

```python
with tempfile.NamedTemporaryFile(delete=False) as tmp_file:
    # do stuff
os.unlink(tmp_file.name)
```

closes #3150 