Add info on how to handle "-mno-cygwin" error
Remove "Occurs" and "Reason" remarks

These were not really informative or helpful.
Refer to OS-specific instructions in Dependencies section

The OS specific instructions contain additional remarks how the
dependencies should best be installed and a reference to the dependency
section anyway. So it's better that the user does not first install
dependencies on his own and afterwards finds out that there is a better
way.