Update windows compilation instructions

README.md

@@ -100,7 +100,5 @@ The README.mac file is not up to date.
 
 ### Installation on Windows
 
-**Help needed for this section.**
-
-The README.windows file is not up to date.
+See the [Windows README](README.windows.md).
 

README.windows.md

@@ -0,0 +1,38 @@
+This document explain how to compile Apron under Windows.
+For the moment, only compilation using the OCaml Mingw port is supported.
+
+## Prerequisites
+
+Install an OCaml Mingw 64 bits environment by following the instructions at
+https://fdopen.github.io/opam-repository-mingw, and selecting
+a `mingw64` version of the OCaml compiler.
+
+Under Cygwin, install the following Mingw libraries:
+* mingw64-x86_64-gmp
+* mingw64-x86_64-mpfr
+
+## Automatic installation
+
+Use Opam to install Apron: `opam install apron`.
+Everything should work out-of-the-box.
+
+
+## Manual installation
+
+Use Opam to install Apron's dependencies:
+* `opam install ocamlfind camlidl mlgmpidl conf-gmp conf-mpfr`.
+
+Then launch Apron's `configure` script with the following options:
+* `--ext-dll dll` to specify that dynamic libraries have
+  a `.dll` extension.
+* `--no-ppl` to deactivate support for the PPL, which gets automatically
+detected (even when non-present)
+* `--no-cxx` to deactivate support for the C++ API, which compilation fails
+  under Cygwin
+* `--prefix /path/to/installation/`
+
+Next, make sure `perl` is in your PATH, and edit the resulting
+  `Makefile.config`. `PERL` must be set to `perl` instead of
+  `/usr/bin/perl`, as CamlIDL expects a Windows path instead of a Cygwin one.
+
+Finally, compile and install as usual: `make`, `make install`.