Better windows support
MEMBER
This PR is ready :)
It brings official support for windows.

Some tests `AWSDatasetTest` are failing.
This is because I had to fix a few datasets that were not compatible with windows.
These test will pass once they got merged on master :)
2020-09-25T13:05:35Z
https://github.com/huggingface/datasets/pull/644#issuecomment-698916866
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2020-09-25T13:16:29Z
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There are a few differences in the behavior of python and pyarrow on windows.

For example there are restrictions when accessing/deleting files that are open

Fix #590 