Build for Windows

- Add documentation on how to build it for windows
- Documentation only, do not replace the Makefile with some other build system like CMake

The project uses a Makefile for building on Unix-like systems. Examine the existing Makefile to understand the build steps and dependencies. Research how to compile C code on Windows, possibly using MinGW or MSVC. Document the steps, including installing a compiler, setting up the environment, and running the equivalent build commands, without modifying the Makefile itself.

Written by the indexing model from the issue text.