You don't have to be an administrator get this deprecation warning. I am not sure whether showing the deprecation warning is intended behaviour or not.

C:\Users\vajrasky\Code\cpython>PCbuild\python.exe Lib\test\test_shutil.py
..s..........s..s....ss...s..ss.ss..ssssssss....s.ss.ss..........ss.C:\Users\vaj
rasky\Code\cpython\lib\ntpath.py:309: DeprecationWarning: The Windows bytes API
has been deprecated, use Unicode filenames instead
  st = os.lstat(path)
C:\Users\vajrasky\Code\cpython\lib\shutil.py:357: DeprecationWarning: The Window
s bytes API has been deprecated, use Unicode filenames instead
  names = os.listdir(path)
C:\Users\vajrasky\Code\cpython\lib\shutil.py:363: DeprecationWarning: The Window
s bytes API has been deprecated, use Unicode filenames instead
  mode = os.lstat(fullname).st_mode
C:\Users\vajrasky\Code\cpython\lib\shutil.py:370: DeprecationWarning: The Window
s bytes API has been deprecated, use Unicode filenames instead
  os.unlink(fullname)
C:\Users\vajrasky\Code\cpython\lib\shutil.py:374: DeprecationWarning: The Window
s bytes API has been deprecated, use Unicode filenames instead
  os.rmdir(path)
.sss.............
----------------------------------------------------------------------
Ran 85 tests in 0.741s

OK (skipped=28)

The deprecation warnings are coming from the various os calls so are nothing to do with test_shutil.  I think this can be closed as "not a bug".

Even if the problem is not in test_shutil, those warnings shouldn't be there.
Vajrasky, can you check if you can still reproduce this issue, and see if you can fix it (either by converting the filenames to unicode, or by silencing the warnings)?

Okay, here is the problem. In Windows, you get DeprecationWarning if you pass bytes object to method such as os.lstat.

foo.py
======
import os
os.lstat(b"C:\\Users\\vajrasky\\Code\\cpython\\python.bat")

C:\Users\vajrasky\Code\cpython>python.bat -Wdefault foo.py
foo.py:2: DeprecationWarning: The Windows bytes API has been deprecated, use Unicode filenames instead
  os.lstat(b"C:\\Users\\vajrasky\\Code\\cpython\\python.bat")

The test that throws this error is this one:

    def test_rmtree_works_on_bytes(self):
        tmp = self.mkdtemp()
        victim = os.path.join(tmp, 'killme')
        os.mkdir(victim)
        write_file(os.path.join(victim, 'somefile'), 'foo')
        victim = os.fsencode(victim)
        self.assertIsInstance(victim, bytes)
        shutil.rmtree(victim)  => This one calls os.lstat

So I am not sure how to fix this problem. Disable the test for Windows? If we convert the path to Unicode then the test losses the meaning.

Perhaps you could change the test to catch the warning and confirm its
presence on Windows?

with self.assertWarns(DeprecationWarning) if windows else contextlib.ExitStack():
    shutil.rmtree(victim)

Okay, here is the patch based on Serhiy's suggestion.

Is this the only place in tests which emits deprecation warnings on Windows?

In test_shutil.py, yes, this is the only place. But in other tests, we got different type of warnings, such as:

test_mailbox.py:46: RuntimeWarning: tests may fail, delete still pending for @test_4456_tmp

test_decimal:5608: UserWarning: C tests skipped: no module named _decimal.

New changeset e306cf07046a by Serhiy Storchaka in branch '3.4':
Issue #20056: Fixed deprecation warning about bytes path in test_shutil on
http://hg.python.org/cpython/rev/e306cf07046a

New changeset 8480179d2a7f by Serhiy Storchaka in branch 'default':
Issue #20056: Fixed deprecation warning about bytes path in test_shutil on
http://hg.python.org/cpython/rev/8480179d2a7f

Thank you Vajrasky.