doc(make/msys2): instructions for building native windows Lean binary

doc/make/msys2.md

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+[msys2]: http://msys2.github.io
+[pacman]: https://wiki.archlinux.org/index.php/pacman
+
+Lean for Windows
+----------------
+
+A native Lean binary for Windows can be generated using [msys2].
+It is easy to install all dependencies, it produces native
+64/32-binaries, and supports a C++11 compiler.
+
+
+## Installing dependencies
+
+[The official webpage][msys2] provides one-click installers.
+We assume that you install [msys2][msys2] at `c:\msys64`.
+Once installed it, you can run msys2 shell from the start menu.
+It has a package management system, [pacman][pacman], which is used in Arch Linux.
+
+Here are the commands to install all dependencies needed to compile Lean on your machine.
+
+```bash
+# Update Packages
+pacman -Syu
+
+# Install gcc (4.9.1)
+pacman -Su mingw-w64-x86_64-gcc
+
+# Install mpfr, gmp, lua
+pacman -Su mingw-w64-x86_64-mpfr mingw-w64-x86_64-gmp mingw-w64-x86_64-lua
+
+# Install python, ninja, gdb, cmake
+pacman -Su python2 mingw-w64-x86_64-ninja mingw-w64-x86_64-gdb mingw-w64-x86_64-cmake
+
+# Install git
+pacman -Su git
+```
+Make sure that you add `c:\msys64\mingw64\bin` into the `PATH` environment variable.
+
+## Build Lean
+
+We assume that you already check out Lean at `c:\lean` directory. In the [msys2] shell,
+execute the following commands.
+
+```bash
+cd /c/lean/
+mkdir build && cd build
+cmake -D CMAKE_CXX_COMPILER=g++.exe -G Ninja ../src
+ninja
+```
+
+## Build Lean using Boost
+
+To install Boost in the [msys2] shell, use the following command:
+
+```bash
+pacman -S mingw-w64-x86_64-boost
+```
+
+In the [msys2] shell, execute the following commands.
+
+```bash
+cd /c/lean/
+mkdir build && cd build
+cmake -D CMAKE_CXX_COMPILER=g++.exe -D BOOST=ON -G Ninja ../src
+ninja
+```