Added MSys2 wxMSW configure build directions.

docs/msw/msys2-msw.txt

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+Building wxMSW port with Win32 MSys2 backend
+------------------------------------------------
+
+The MSys2 website is http://www.msys2.org/
+
+These building steps are NOT the normal way to build MSys2 MinGW packages.
+But, they are a way the wxWidgets developers can test that wxWidgets
+can build the wxMSW libraries under MSys2 MinGW.
+
+For the MSys2 way please see https://github.com/Alexpux/MINGW-packages
+
+Building steps:
+
+#Note: The "#" is used in front of a comment to help the people who cut
+#      and paste these directions.
+
+#1. Install the mingw32 packages needed to build wxMSW using the 
+#   configure/make build method. 
+#   From the MSys2 prompt or MSys2 MinGW prompt:
+
+#   The 32 bit Mingw packages are prefixed with "mingw-w64-i686-";
+#   Change the prefix to "mingw-w64-x86_64-" if you wish to do 64 bit.
+
+pacman -S make
+pacman -S mingw-w64-i686-cppunit
+pacman -S mingw-w64-i686-libjpeg-turbo
+pacman -S mingw-w64-i686-libpng
+pacman -S mingw-w64-i686-libtiff
+pacman -S mingw-w64-i686-gcc
+
+# Packages that are needed but are normally installed already.
+pacman -S mingw-w64-i686-gcc-libs
+pacman -S mingw-w64-i686-expat
+pacman -S mingw-w64-i686-xz
+pacman -S mingw-w64-i686-zlib
+
+
+#2. Build the wxMSW static library
+#2a.Open MSys2 MinGW Prompt
+#   (These steps were tested on MinGW32; but, should work under MinGW64)
+#2b.Use the cd command to change directory to the wxWidgets top folder.
+
+
+#2c.Create the "build-msw-static" folder to build the static libraries
+mkdir -p build-msw-static
+
+#2d.Configure wxWidgets
+#   Option "--disable-precomp-headers" is NOT needed.
+#   I am doing it to check for compile issues;
+#   And, I think my old 32 bit Windows machine
+#   works best with it disabled.
+cd build-msw-static && \
+  ../configure --with-msw \
+    --disable-shared \
+    --disable-precomp-headers \
+  && cd ..
+
+#2e.make the wxMSW static libraries
+cd build-msw-static && make && cd ..
+
+
+#3  Build and run the minimal static sample
+#3a.Build the minimal sample
+cd build-msw-static/samples/minimal && make && cd ../../..
+
+#3b.Run the minimal sample
+./build-msw-static/samples/minimal/minimal.exe
+
+
+#4  Build and run the typetest static sample to verify MIME database works
+cd build-msw-static/samples/typetest && make && cd ../../..
+./build-msw-static/samples/typetest/typetest.exe
+
+#5  Build and run the drawing static sample
+cd build-msw-static/samples/drawing && make && cd ../../..
+cd samples/drawing && ../../build-msw-static/samples/drawing/drawing.exe && cd ../..
+
+#6  Build and run the splash static sample
+cd build-msw-static/samples/splash && make && cd ../../..
+cd samples/splash && ../../build-msw-static/samples/splash/splash.exe && cd ../..
+
+#7  Build and run the widgets static sample
+cd build-msw-static/samples/widgets && make && cd ../../..
+cd samples/widgets && ../../build-msw-static/samples/widgets/widgets.exe && cd ../..