They use Visual Studio generators, which are multi-target.
The build command does the Release/Debug selection via `--config`.
Also:
- appveyor: drop unnecessary conditional for 3 options.
To sync with GHA.
- appveyor: drop unused `-DCMAKE_INSTALL_PREFIX=`.
To sync with GHA.
- sync cmake option order between GHA and appveyor.
Closes#16372