Review occurrences of WIN32, etc

[jgvictores]

We currently have a mix of WIN32 and _MSC_VER...

Preprocessor defines:

• E.g. VS Predefined Macros

CMake:

• https://cmake.org/cmake/help/latest/manual/cmake-variables.7.html

[jgvictores]

Edited title and contents to reflect preprocessor defines vs cmake variables.