Tweak build instructions

[RandomInEqualities]

I have these 3 commits that mostly tweaks the windows build instructions to have less text and be more focused. It is easy to build with Visual Studio/Clang/GCC on Windows, but there is a lot of text making it seem complicated. With CMake things are quite simple.

This mainly does 3 things:

• Rename README.windows to README.mingw.md as it is largely only mingw related.
• Remove dist-win.sh script as I think CMake does this better. And dist-win relies on mingw while there are native compiler support. The releases.yml also uses CMake.
• Moves things around in README.md to make it focused on CMake or configure based on what one want to use.