[Feature] Windows support

[zcbenz]

I tried building MLX on Windows, of course it didn't build but I think it is not very hard to make it work there.

A few problems I met so far:

• CMake can not find OpenBLAS automatically on Windows, I had to hardcode the path:
  -DBLAS_LIBRARIES=openblas64/lib/libopenblas.a -DLAPACK_LIBRARIES=openblas64/lib/libopenblas.a -DBLAS_INCLUDE_DIRS=openblas64/include -DLAPACK_INCLUDE_DIRS=openblas64/include
• MSVC has no _Complex but lapack_complex_float is defined to it.
• gguf-tools does not support Windows but we can turn off it with -DMLX_BUILD_GGUF=OFF.
• io/load.h uses unix system calls for IO, I can make it work on Windows by replacing them with stdio.h equivalents.
• The make_compiled_preamble.sh needs a Windows version.
• mx.compile is going to need many works to find and call MSVC.

And there will likely be much more problems since compilations are mostly blocked by io/load.h.

I don't really like Windows nor enjoy working on it, but the majority of world is using it and I figured out whatever I'm going to work on I would need Windows support to reach wider audience. What do you think?

[zcbenz]

I found someone already did some work on this: https://github.com/lighttransport/mlx/commits/lte/