Add a guide for compiling in Windows

[mahyaret]

Hi, Thanks for your awesome repo. I compiled this project in Windows and faced bunch of issues. I tried to address them in this guide. BTW, for compiling, I had to add the header file. I thought these descriptions would help other users too, so I've opened this pull request. Thanks again, Mahyar

[jschueller]

hello @mahyaret, any news here ?