Write some sort of msys2 build instructions

README.md

@@ -51,6 +51,18 @@ scripts have changed, you might need to wipe the build directory under
 each project for the new configure options to be taken into use.
 
 
+Building in MSYS2
+-----------------
+
+To build in MSYS2, install the following set of packages with `pacman -S`:
+
+    git subversion mingw-w64-x86_64-gcc mingw-w64-x86_64-ninja mingw-w64-x86_64-cmake make mingw-w64-x86_64-python2
+
+Do note that this installs python2, not python3. python3 on windows
+seems to have a bug in running subprocesses the way it's done by a
+script in libcxx, a bug that only seems to be
+[fixed in python 3.8](https://github.com/python/cpython/commit/9e3c4526394856d6376eed4968d27d53e1d69b7d).
+
 
 Status
 ------