GHA: fix zizmor 1.10.0 warnings, update names

Job `name:` now mandatory in zizmor.

Also:
- enclose `name:` values in single-quotes, for uniformity.
- drop `name: checkout` where set, for uniformity.
- dist: also install with cmake.
- dist: replace `make` with `cmake --build` for cmake.
  (to make this make-tool agnostic)
- appveyor-status: double-quote shell arguments.
- tweak existing names to be shorter, to sync terms and style across
  jobs and steps.

Ref: https://github.com/zizmorcore/zizmor/releases/tag/v1.10.0

Closes #17773

.github/workflows/label.yml

@@ -9,13 +9,14 @@
 # file with configuration.  For more information, see:
 # https://github.com/actions/labeler
 
-name: Labeler
+name: 'Labeler'
 'on': [pull_request_target]  # zizmor: ignore[dangerous-triggers]
 
 permissions: {}
 
 jobs:
   label:
+    name: 'Labeler'
     runs-on: ubuntu-latest
     permissions:
       contents: read