MinGW-w64 CI

[CI] Add build shards to `mingw-w64` workflow (#15344) #605

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Run time

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Job	Run time
x86_64-mingw-w64-cross-compile	9m 23s
x86_64-mingw-w64-link	2m 5s
x86_64-mingw-w64-test	31m 12s
	42m 40s