mingw library cross-compilation

[Cyan4973]

#1910 adds mingw cross compilations, and tests it in CI.
But only CLI generation is tested.

The issue is, library compilation generates warnings related to -fPIC compilation flag. Since tests follow a zero-warning policy, running such a test would break CI.

The goal is to find a way to cross-compile libzstd with mingw without generating warnings.

[vtorri]

look at #1878 for installation of files with MSYS2

[vtorri]

PR #1914

[Cyan4973]

If I do understand #1914 correctly,
this patch unlocks make install target when detecting msys2 environment,

but I don't see how this relates to make lib cross-compilation from Linux onto Windows' mingw.

[vtorri]

technically speaking, compiling on MSYS2 is cross compilation. I can cross compile for 32 bits on a 64 bits environment and btw, i always set host (i686-w64-mingw32 or x86_64-w64-mingw32)

on linux you will also set host