On Windows the most commonly used MPI libraries are MS-MPI and Intel MPI. MSYS2 is a popular choice to use GCC, Clang and many other developer tools from the Windows Command Prompt, PowerShell or the MSYS Terminal itself.
Continuous Integration for Windows MPI applications on GitHub Actions is accomplished using a workflow as below. This would be in a .github/workflows/ci_cmake.yml file.
Set inter-step environment variables using GitHub Actions environment files