Add Windows CMake instructions

Hi,
I try to run the example as is and after running cmake command running the command make and getting error:
make: *** No targets specified and no makefile found

The issue refers to an example's CMake command and the failing `make` step; start by locating that example and its current build instructions. Document the Windows-compatible build steps and verify that the example no longer produces the reported “No targets specified and no makefile found” error.

Written by the indexing model from the issue text.