Add setup MSVC step for Windows coverage

Author: rluo8

.github/workflows/coverage.yml

@@ -50,6 +50,8 @@ jobs:
 
       - name: Checkout ${{ github.event.repository.name }}
         uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd  # v6.0.2
+        with:
+          fetch-depth: 0
 
       - name: Install dependencies
         uses: ./.github/actions/install_unix_deps
@@ -195,6 +197,8 @@ jobs:
     steps:
       - name: Checkout ${{ github.event.repository.name }}
         uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd  # v6.0.2
+        with:
+          fetch-depth: 0
 
       - name: Setup proxy cache
         uses: nv-gha-runners/setup-proxy-cache@main
@@ -227,6 +231,9 @@ jobs:
         with:
           python-version: ${{ env.PY_VER }}
 
+      - name: Set up MSVC
+        uses: ilammy/msvc-dev-cmd@v1
+
       - name: Set up mini CTK
         if: ${{ env.LOCAL_CTK == '1' }}
         uses: ./.github/actions/fetch_ctk