bpo-46239: improve error message when importing `asyncio.windows_events` (GH-30353) (#30388)

(cherry picked from commit 5a2a65096c3ec2d37f33615f2a420d2ffcabecf2)

Co-authored-by: Nikita Sobolev <mail@sobolevn.me>

Co-authored-by: Nikita Sobolev <mail@sobolevn.me>
diff --git a/Lib/asyncio/windows_events.py b/Lib/asyncio/windows_events.py
index 5e7cd79..da81ab4 100644
--- a/Lib/asyncio/windows_events.py
+++ b/Lib/asyncio/windows_events.py
@@ -1,5 +1,10 @@
 """Selector and proactor event loops for Windows."""
 
+import sys
+
+if sys.platform != 'win32':  # pragma: no cover
+    raise ImportError('win32 only')
+
 import _overlapped
 import _winapi
 import errno