Test for Windows delete permissions in system folders (#39078)

(cherry picked from commit ed89ae7)

test/file.jl

@@ -1543,3 +1543,16 @@ end
  chmod(dir, 0o777; recursive=true)
  end
 end
+
+if Sys.iswindows()
+@testset "mkdir/rm permissions" begin
+ # test delete permission in system folders (i.e. impliclty test chmod permissions)
+ # issue #38433
+ @test withenv("TMP" => "C:\\") do
+ mktempdir() do dir end
+ end === nothing
+ # same as above, but test rm explicitly
+ tmp = mkdir(tempname("C:\\"))
+ @test rm(tmp) === nothing
+end
+end