[chore] [cmd/opampsupervisor]: Fix failing supervisor test (#35551)

**Description:** <Describe what has changed.>
<!--Ex. Fixing a bug - Describe the bug and how this fixes the issue.
Ex. Adding a feature - Explain what this achieves.-->
Fixes a failing test that won't work on windows because chmod doesn't
affect windows file perms.

**Link to tracking Issue:** <Issue number if applicable>

**Testing:** <Describe what testing was performed and which tests were
added.>

**Documentation:** <Describe the documentation added.>

cmd/opampsupervisor/supervisor/supervisor_test.go

@@ -10,6 +10,7 @@ import (
 	"net"
 	"os"
 	"path/filepath"
+	"runtime"
 	"sync/atomic"
 	"testing"
 	"time"
@@ -80,6 +81,9 @@ func Test_NewSupervisor(t *testing.T) {
 }
 
 func Test_NewSupervisorFailedStorageCreation(t *testing.T) {
+	if runtime.GOOS == "windows" {
+		t.Skip("Skipping test on Windows because chmod doesn't affect permissions on Windows, so this test won't work.")
+	}
 	cfg := setupSupervisorConfig(t)
 
 	dir := filepath.Dir(cfg.Storage.Directory)