Skip test_mem_leak on Windows (#40486)
Summary:
Addresses https://github.com/pytorch/pytorch/issues/40485.
Pull Request resolved: https://github.com/pytorch/pytorch/pull/40486
Differential Revision: D22217493
Pulled By: malfet
fbshipit-source-id: 6654c3b53e8af063b508f91728e58262ffbab053
