[BE] Enable ZeRO test on windows (#65385)
Summary:
Pull Request resolved: https://github.com/pytorch/pytorch/pull/65385
Enables the ZeRO tests to run on windows. Closes
https://github.com/pytorch/pytorch/issues/63086.
Backend == NCCL was used as a proxy to see if we were running under CUDA, but Windows GPU tests uses Gloo. In this case use Gloo on GPU.
For some reason these tests don't seem to test Gloo on GPU with ZeRO in general (picks NCCL backend when GPU is available), so kept that behavior for now.
ghstack-source-id: 139003920
Test Plan: CI
Reviewed By: mrshenli
Differential Revision: D31071181
fbshipit-source-id: 45a76309ac5e882f5aa6c4b130118a68800754bb
