[Windows] Document use and integration of MSYS2

[hasufell]

There's zero documentation for windows users on how to utilize msys2 and link to system C libraries.

• https://cabal.readthedocs.io/en/stable/search.html?q=msys2&check_keywords=yes&area=default
• https://cabal.readthedocs.io/en/stable/search.html?q=mingw&check_keywords=yes&area=default

So far, GHCup is doing silent work here by setting extra-lib-dirs, extra-include-dirs and extra-prog-path to the correct locations: https://github.com/haskell/ghcup-hs/blob/2fdf896fbdd338ba6b4244c47b10dcd4067552e0/scripts/bootstrap/bootstrap-haskell#L598

The semantics and implications of these settings on windows should be documented, especially in light of MSYS2 environments.

Also see:

• UCRT64 support for msys2 on Windows? ghcup-hs#982
• Allow to set ghcup msys2 environment ghcup-hs#992

GHCup should not be where this is documented. Cabal needs to step up its game on windows.

[hasufell]

@Kleidukos @runeksvendsen

[bradrn]

I’ve wished for proper documentation for this area for a long time. Happy to help write some if I can, though it’s been a while since I’ve done really large amounts of work on Windows.

[jasagredo]

Feel free to review/propose changes on #9723 where I summarized what I know of using Windows + Cabal + GHC. One thing I think that document is missing is a "Common problems on Windows and how to solve them" section, but yet I think what I wrote can serve as a first version.