The intent of this PR is update README.windows.md with known-good-as-of-date instructions.

Key changes include:

1. stating which versions of Windows are supported as build platforms
2. promoting MSYS2 from experimental to preferred status
3. placing MSYS in a fallback position for users who cannot or prefer not to use MSYS2.
4. simplifying the shell environment setup (no changes to fstab; minimal path to avoid shadowing)
5. relying on official Python 2.x build for Windows makes MSYS[2] python redundant
6. note an idiosyncracy of the currently used version of OpenBLAS which requires an extra `make`
7. updating the paths for dependnecies, where these have changed on SourceForge

Feedback on content and style are all welcome.
Most of all, thanks to everyone who helped me get comfortable with building Julia on Windows.
Merge pull request #6019 from cmundi/master

Update Windows build guidance
Fix spelling in README.windows
add jl_yield, and a global way to set the root stack base from the embedding API

fixes #6006

add COPY_STACKS to options.h
update embedding example and docs
Updated package list
README.windows: formatting
fix #6027

only normalize identifiers during parsing; not all constructed symbols
Merge branch 'master' of github.com:JuliaLang/julia
Clarify error for openblas cross compile arch
Add @nif
Cartesian: improve generated expressions (evaluate more conditionals at parsing time)
Merge pull request #6032 from ivarne/patch-1

Clarify error for openblas cross compile arch
Fix bug in more-than-6D SubArray indexing
Fix return value of _seh_exception_handler

Allows use of SEH continuation instead of throwing directly.

closes #5398. Thanks @vtjnash.