LightGBM

[ci] reduce duplication in Python Windows CI (#2962)

* [ci] reduced duplication in Python Windows CI

* fixed typo

* reorganized

* fixed task name

* Update .ci/test_windows.ps1

Co-Authored-By: Nikita Titov <nekit94-08@mail.ru>

* changes from code review

* added conda init powershell back

* Update .ci/test_windows.ps1

Co-Authored-By: Nikita Titov <nekit94-08@mail.ru>

* Switched to absolute paths

* fixed env variables

Co-authored-by: Nikita Titov <nekit94-08@mail.ru>