[ci] speed up Windows jobs (fixes #5647)

[jameslamb]

Fixes #5647.

Proposes the following changes to speed up the Windows CI jobs (especially those on Appveyor)

• do not mix default Anaconda channels and conda-forge
• create an environment all in one shot, instead of initializing it and then updating it
• move code for swig job up above conda stuff in test_windows.ps1
  • that job doesn't use anything installed by conda, so time spent in that job waiting for a conda environment to be built is wasted time

[jameslamb]

🎉 I think the changes in this PR helped!

job	latest master	this PR
(Azure) Windows regular	13m01s	13m12s
(Azure) Windows sdist	14m24s	10m22s
(Azure) Windows bdist	21m56s	15m37s
(Azure) Windows swig	06m12s	04m09s
(Azure) Windows cpp_tests	03m40s	03m39s
(Appveyor) MSVC	34m13s	14m50s
(Appveyor) MINGW	32m36s	12m20s

this PR:

• Appveyor: https://ci.appveyor.com/project/guolinke/lightgbm/builds/45792052
• Azure: https://dev.azure.com/lightgbm-ci/lightgbm-ci/_build/results?buildId=14063&view=results

latest master build:

• Appveyor: https://ci.appveyor.com/project/guolinke/lightgbm/builds/45790979
• Azure: https://dev.azure.com/lightgbm-ci/lightgbm-ci/_build/results?buildId=14061&view=results

[github-actions]

This pull request has been automatically locked since there has not been any recent activity since it was closed.
To start a new related discussion, open a new issue at https://github.com/microsoft/LightGBM/issues
including a reference to this.