On non-Windows, the icons are installed on the system's icon directory,
so installing our index.theme might override the system's one. Since
it's highly unlikely the theme index is missing on non-Windows, just
don't install it.
Install all icons on Windows, as well as a theme index because the
system doesn't have one and one is required.
Also install the theme index on non-Windows, although it shouldn't
be necessary because the system is likely to provide one.