Add instructions on how to compile native applications on windows
Native applications on windows require some custom flags to correctly link SDL and the SDL.dll files.
It might be better to first get https://github.com/indoorvivants/sn-vcpkg working on windows.
Meanwhile, I remember another reason why I originally opened this issue: I have no idea how compile a Windows (not console) application with Scala Native.
I think I need to pass -Xlinker /subsystem:windows to the linker and then do some magic to get sdl_main/WinMain to work as expected.
There are some notes in https://wiki.libsdl.org/SDL2/FAQWindows that might be helpful.
Created https://github.com/scala-native/scala-native/issues/3295 with some findings