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GH-36450: [CI][Python] Upload wheel artifacts for Windows (#36466)

### Rationale for this change

It's useful for debugging on local.

### What changes are included in this PR?

Add `actions/upload-artifact` step like other jobs for manylinux and macOS.

### Are these changes tested?

Yes.

### Are there any user-facing changes?

No.
* Closes: #36450

Authored-by: Sutou Kouhei <kou@clear-code.com>
Signed-off-by: Sutou Kouhei <kou@clear-code.com>