ci: Split the build step

.github/workflows/ci-linux-osx-win-conda.yml

@@ -129,12 +129,21 @@ jobs:
         set CXX=${{ matrix.compiler }}
         cmake .. -GNinja -DCMAKE_C_COMPILER_LAUNCHER=ccache -DCMAKE_CXX_COMPILER_LAUNCHER=ccache -DCMAKE_INSTALL_PREFIX=%CONDA_PREFIX%/Library -DCMAKE_BUILD_TYPE=${{ matrix.build_type }} -DCMAKE_CXX_STANDARD=${{ matrix.cxx_std }} -DBUILD_PYTHON_INTERFACE:BOOL=ON -DPYTHON_SITELIB=%CONDA_PREFIX%/Lib/site-packages -DPYTHON_EXECUTABLE=%CONDA_PREFIX%/python.exe -DOpenMP_ROOT=%CONDA_PREFIX% -DBUILD_WITH_OPENMP_SUPPORT:BOOL=ON -DLINK_PYTHON_INTERFACE_TO_OPENMP:BOOL=ON -DBUILD_DOCUMENTATION:BOOL=ON -DINSTALL_DOCUMENTATION:BOOL=ON
 
-    - name: Build [Conda]
+    - name: Build [Conda/Linux&macOS]
+      if: contains(matrix.os, 'macos-') || contains(matrix.os, 'ubuntu')
       shell: bash -l {0}
       run: |
         cd build
         cmake --build . --config ${{ matrix.build_type }} -v -j 1
 
+    - name: Build [Conda/Windows]
+      if: contains(matrix.os, 'windows-')
+      # It's better to use CMD to have all MSVC variables setup
+      shell: cmd /C CALL {0}
+      run: |
+        cd build
+        cmake --build . --config ${{ matrix.build_type }} -v -j 1
+
     - name: Build documentation [Conda]
       shell: bash -l {0}
       run: |