Avoid setting unsupported "-fexceptions" with MSVC

PiperOrigin-RevId: 339107576
Change-Id: Ibf8ccf481ce604f6789220b59b6cb8e0f1ffa92f

third_party/mkl_dnn/mkldnn.BUILD

@@ -57,8 +57,10 @@ cc_library(
         "src/cpu/xbyak/*.h",
     ]) + [":mkldnn_version_h"],
     hdrs = glob(["include/*"]),
-    copts = [
-        "-fexceptions",
+    copts = select({
+        "@org_tensorflow//tensorflow:windows": [],
+        "//conditions:default": ["-fexceptions"],
+    }) + [
         "-DMKLDNN_THR=MKLDNN_THR_SEQ",  # Disables threading.
     ],
     includes = [

third_party/mkl_dnn/mkldnn_v1.BUILD

@@ -77,8 +77,10 @@ cc_library(
         ":dnnl_version_h",
     ],
     hdrs = glob(["include/*"]),
-    copts = [
-        "-fexceptions",
+    copts = select({
+        "@org_tensorflow//tensorflow:windows": [],
+        "//conditions:default": ["-fexceptions"],
+    }) + [
         "-UUSE_MKL",
         "-UUSE_CBLAS",
     ] + tf_openmp_copts(),