Document cross-compiling for Windows using MXE.

This commit creates a directory named 'win32' in the root directory with a README.md file inside it. Right now the README.md contains cross-compilation instructions using MXE. More can be added both in the directory and in the README.md file. For instance I could create a script that collects all needed .dll files (this is undocumented too (the needed .dll files), although, when launching, every missing .dll will trigger an error that specifies its exact name, but even in the case of a VM with a shared folder it is boring to collect everything, imagine in the other cases...). This could also/alternatively be put in the wiki. But definitely some people need to play around. No sound is tested yet and, in case of a crash, I also found that using the pre-built version of libsndfile helped me. But more will come.