Document the MSYS2 stack

### Where should the content be added?

Probably in the knowledge base

### What should be added?

The MSYS2 stack is built in non-conventional ways and its not well documented. E.g. [TIL how `m2-*` vs `m2w64-*` packages must be used in the recipe](https://matrix.to/#/!SOyumkgPRWoXfQYIFH:matrix.org/$167473960829834BfbYd:matrix.org?via=matrix.org&via=gitter.im&via=staffchat.ethz.ch), but I don't know why.

There are some issues with some background, but the picture is incomplete and it should be preferably clarified and discussed in the documentation.

### Additional information

* [Element thread](https://matrix.to/#/!SOyumkgPRWoXfQYIFH:matrix.org/$167473711732434jeQOp:matrix.org?via=matrix.org&via=gitter.im&via=staffchat.ethz.ch)
* https://github.com/ContinuumIO/anaconda-issues/issues/1484
* https://github.com/conda-forge/conda-forge.github.io/issues/112
* https://github.com/conda-forge/staged-recipes/pull/364#issuecomment-211830313
* https://github.com/conda-forge/conda-forge.github.io/issues/1044
* https://discuss.software-carpentry.narkive.com/LBxzo099/planning-new-installer-for-windows-also-why-anaconda