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The AppVeyor Windows CI build is currently failing because it can not download the prebuilt libsdl2 dependencies. From a quick glance, the formerly used prebuilt libraries are not available since the entire repository tedsta/getting-started-with-piston is gone.
This might be worked around by using glutin_window instead of sdl2_window, but I remember @jakerr having troubles with that on Mac OS X.
Windows might be able to use x86_64-pc-windows-msvc, since the CI VM includes Visual Studio.
Either way, both Windows and Linux CI builds should use the same Rust version matrix, i.e. at least stable (and maybe beta and nightly).