GHA/windows: boost dl-mingw and cygwin install performance

GHA/windows: boost dl-mingw and cygwin install performance

Install on drive `D:` which has much better write performance than `C:`,
on GitHub Windows runner machines.

- It's bringing down `dl-mingw` installation steps to 5-15s per job,
  from 15s-130s before this patch.

- Saving 30-90s per job in the Cygwin install step.

The before values were fluctuating, but it seems reasonable to expect
saving at least a couple of minutes for each workflow run.

Closes #16813