Mingw32 compilation

Thank you very much for your help and for addition into documentation.

Let me make a few clarifications.

1. Since the compilation done by UNIX commands, I guess that you used Msys. This is not a trivial point for Windows. I have never dealt with Msys, and it was not installed, even though I use Mingw32 itself. Please write about it, so that for Windows programmers it was clear.