There is no container in windows runners. So you can't run a docker container in a windows runner. That would mean that we would have to first install openLDAP from somewhere like we do in Appveyor. I didn't want to run the installation of Appveyor for this and couldn't find a working openLDAP action for Windows.
To have LDAP support, you need to start it after checkout because the certificates are only available after the checkout action was run as I did here.