improved windows build instructions

Added troubleshooting for cmake in systems with cygwin installed.
Added information on getting visual studio.
Added various troubleshooting for issues caused by mistakes in the build.

Restructured the build process for windows to be more clear on what it
wants you to do; it should be more idiot proof now.

I believe placing the instructions under a sub-section counter intuitive
to how people expect them; especially for the Lua section, since people
are likely to skip over the initial block right to their operating system
section. Ideally it would probably be better if build instructions were
placed in a list format in their own files for each system.