Add Windows support.

Tried to use goem on Windows but `goem bundle` would crash because of different directory separators.
Fixed that issue.

Also added build script to support Windows with MinGW or Cygwin for convenience.

Before making this pull request, I tested building goem and all commands (`help`,`bundle`,`test`,`build`,`list`) in following environments:
- Windows XP 32-bit + Go 1.1.2 (installer) + Git for Windows 1.8.4 + MinGW msys-bash 3.1.17.4-msys-1.0.16
- Windows 7 32-bit + Go 1.1.2 (installer) + Git for Windows 1.8.4 + Cygwin 1.7.25
- Ubuntu 12.04 64-bit + Go 1.0 (apt-get) + Git 1.7.9.5 (apt-get)
- Mac OS X 10.8.5 + Go 1.0.3 (source) + Git 1.7.12.4

Everything worked fine with a test project that fetched few dependencies.

On Windows, build script will install goem to same directory where `go`, `godoc` and `gofmt` binaries are, that being $GOROOT/bin, as it should be in the PATH environmental variable for command line access.

Also added some messages to the build script.