HDFS-16680. Skip libhdfspp Valgrind tests on Windows (#4611)

* The CMake test libhdfs_mini_stress_valgrind
  requires Valgrind.
* This PR skips this test on Windows since
  Valgrind isn't available.

hadoop-hdfs-project/hadoop-hdfs-native-client/src/main/native/libhdfspp/tests/CMakeLists.txt

@@ -169,10 +169,12 @@ build_libhdfs_test(hdfspp_mini_dfs_smoke hdfspp_test_shim_static ${CMAKE_CURRENT
 link_libhdfs_test (hdfspp_mini_dfs_smoke hdfspp_test_shim_static fs reader rpc proto common connection gmock_main ${PROTOBUF_LIBRARIES} ${OPENSSL_LIBRARIES} native_mini_dfs ${JAVA_JVM_LIBRARY} ${SASL_LIBRARIES})
 add_libhdfs_test  (hdfspp_mini_dfs_smoke hdfspp_test_shim_static)
 
-build_libhdfs_test(libhdfs_mini_stress_valgrind hdfspp_test_static expect.c test_libhdfs_mini_stress.c ${OS_DIR}/thread.c)
-link_libhdfs_test(libhdfs_mini_stress_valgrind hdfspp_test_static fs reader rpc proto common connection ${PROTOBUF_LIBRARIES} ${OPENSSL_LIBRARIES} native_mini_dfs ${JAVA_JVM_LIBRARY} ${SASL_LIBRARIES})
-add_memcheck_test(libhdfs_mini_stress_valgrind_hdfspp_test_static libhdfs_mini_stress_valgrind_hdfspp_test_static)
-set_target_properties(libhdfs_mini_stress_valgrind_hdfspp_test_static PROPERTIES COMPILE_DEFINITIONS "VALGRIND")
+if (NOT MSVC)
+  build_libhdfs_test(libhdfs_mini_stress_valgrind hdfspp_test_static expect.c test_libhdfs_mini_stress.c ${OS_DIR}/thread.c)
+  link_libhdfs_test(libhdfs_mini_stress_valgrind hdfspp_test_static fs reader rpc proto common connection ${PROTOBUF_LIBRARIES} ${OPENSSL_LIBRARIES} native_mini_dfs ${JAVA_JVM_LIBRARY} ${SASL_LIBRARIES})
+  add_memcheck_test(libhdfs_mini_stress_valgrind_hdfspp_test_static libhdfs_mini_stress_valgrind_hdfspp_test_static)
+  set_target_properties(libhdfs_mini_stress_valgrind_hdfspp_test_static PROPERTIES COMPILE_DEFINITIONS "VALGRIND")
+endif (NOT MSVC)
 
 build_libhdfs_test(libhdfs_mini_stress hdfspp_test_shim_static expect.c test_libhdfs_mini_stress.c ${OS_DIR}/thread.c)
 link_libhdfs_test(libhdfs_mini_stress hdfspp_test_shim_static fs reader rpc proto common connection ${PROTOBUF_LIBRARIES} ${OPENSSL_LIBRARIES} native_mini_dfs ${JAVA_JVM_LIBRARY} ${SASL_LIBRARIES})