Similar to https://github.com/checkstyle/checkstyle/blob/master/.ci/travis/travis.sh we should look into creating an appveyor.bat for appveyor's long commands and allow windows users to run them locally.

https://github.com/checkstyle/checkstyle/blob/master/appveyor.yml#L101-L108
and
https://github.com/checkstyle/checkstyle/blob/master/appveyor.yml#L125-L133