Windows build instructions are no longer valid

**Bug description**
The build instructions listed at https://github.com/google/agi/blob/master/BUILDING.md are no longer valid.

* `choco install bazel --version 5.2.0` exits with an error; it appears 5.2.0 is no longer available. It will install without the version flag, however. (Sorry, I don't have the error available anymore!)
* `http://repo.msys2.org/mingw/x86_64/mingw-w64-x86_64-gcc-10.2.0-10-any.pkg.tar.zst` and `http://repo.msys2.org/mingw/x86_64/mingw-w64-x86_64-gcc-libs-10.2.0-10-any.pkg.tar.zst` now generate 404 errors and therefore cannot be installed. I solved this with `pacman -S gcc gcc-libs`.

After making these changes, I was able to start the build until it aborted with an error:

```
/external/local_config_cc/file_collector.cpp:19:10: fatal error: direct.h: No such file or directory
19 | #include
| ^~~~~~~~~~
compilation terminated.
```

at which point I kinda gave up, since I don't know which of my workarounds may have caused the issue.

If you'd like more information, please let me know!

A build Dockerfile would be very appreciated.