i#7007: Fix Doxygen install failures on Windows runners #7010
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Switches from directly downloading from sourceforge, which was giving us 403 errors suddenly after 4 years of working, to use https://github.com/ssciwr/doxygen-install which presumably will handle the changing versions for us (which was the problem when we used to directly download the doxygen packages). The downside may be that we'll keep getting newer versions and have to handle periodic warnings/failures: but we'd hit that eventually anyway on other platforms and is something we have to do anyway to maintain everything.
Also updates jwlawson/actions-setup-cmake from v1.8 to v2 as a problem was seen with that as well.
Fixes #7007