Update building for Windows instructions

Explain how to build for Windows in INSTALL.md and remove another readme.txt in
an obscure location.

INSTALL.md

@@ -396,6 +396,85 @@ exclusively):
 
     Use this to search for programs used during configuration and building.
 
+## Building for Windows
+
+There are at least two ways to build jemalloc's libraries for Windows. They
+differ in their ease of use and flexibility.
+
+### With MSVC solutions
+This is the easy, but less flexible approach. It doesn't let you specify
+arguments to the `configure` script.
+  
+1. Install Cygwin with at least the following packages:
+   * autoconf
+   * autogen
+   * gawk
+   * grep
+   * sed
+
+2. Install Visual Studio 2015 or 2017 with Visual C++
+
+3. Add Cygwin\bin to the PATH environment variable
+
+4. Open "x64 Native Tools Command Prompt for VS 2017"
+   (note: x86/x64 doesn't matter at this point)
+
+5. Generate header files:
+   sh -c "CC=cl ./autogen.sh"
+
+6. Now the project can be opened and built in Visual Studio:
+   msvc\jemalloc_vc2017.sln
+
+### With MSYS
+This is a more involved approach that offers the same configuration flexibility
+as Linux builds. We use it for our CI workflow to test different jemalloc
+configurations on Windows.
+
+1. Install the prerequisites
+    1. MSYS2
+    2. Chocolatey
+    3. Visual Studio if you want to compile with MSVC compiler
+
+2. Run your bash emulation. It could be MSYS2 or Git Bash (this manual was
+   tested on both)
+3. Manually and selectively follow
+   [before_install.sh](https://github.com/jemalloc/jemalloc/blob/dev/scripts/windows/before_install.sh)
+   script.
+    1. Skip the `TRAVIS_OS_NAME` check, `rm -rf C:/tools/msys64` and `choco
+       uninstall/upgrade` part.
+    2.  If using `msys2` shell, add path to `RefreshEnv.cmd` to `PATH`:
+        `PATH="$PATH:/c/ProgramData/chocolatey/bin"`
+    3. Assign `msys_shell_cmd`, `msys2`, `mingw32` and `mingw64` as in the
+       script.
+    4. Pick `CROSS_COMPILE_32BIT` , `CC` and `USE_MSVC` values depending on
+       your needs. For instance, if you'd like to build for x86_64 Windows
+       with `gcc`, then `CROSS_COMPILE_32BIT="no"`, `CC="gcc"` and
+       `USE_MSVC=""`. If you'd like to build for x86 Windows with `cl.exe`,
+       then `CROSS_COMPILE_32BIT="yes"`, `CC="cl.exe"`, `USE_MSVC="x86"`.
+       For x86_64 builds with `cl.exe`, assign `USE_MSVC="amd64"` and
+       `CROSS_COMPILE_32BIT="no"`.
+    5. Replace the path to `vcvarsall.bat` with the path on your system. For
+       instance, on my Windows PC with Visual Studio 17, the path is
+       `C:\Program Files (x86)\Microsoft Visual
+       Studio\2017\BuildTools\VC\Auxiliary\Build\vcvarsall.bat`.
+    6. Execute the rest of the script. It will install the required
+       dependencies and assign the variable `build_env`, which is a function
+       that executes following commands with the correct environment
+       variables set.
+4. Use `$build_env <command>` as you would in a Linux shell:
+     1. `$build_env autoconf`
+     2. `$build_env ./configure CC="<desired compiler>" <configuration flags>`
+     3. `$build_env mingw32-make`
+
+If you're having any issues with the above, ensure the following:
+
+5. When you run `cmd //C RefreshEnv.cmd`, you get an output line starting with
+   `Refreshing` . If it errors saying `RefreshEnv.cmd` is not found, then you
+   need to add it to your `PATH` as described above in item 3.2
+
+6. When you run `cmd //C $vcvarsall`, it prints a bunch of environment
+   variables. Otherwise, check the path to the `vcvarsall.bat` in `$vcvarsall`
+   script and fix it.
 
 ## Development
 

msvc/ReadMe.txt

@@ -1,23 +0,0 @@
-
-How to build jemalloc for Windows
-=================================
-
-1. Install Cygwin with at least the following packages:
-   * autoconf
-   * autogen
-   * gawk
-   * grep
-   * sed
-
-2. Install Visual Studio 2015 or 2017 with Visual C++
-
-3. Add Cygwin\bin to the PATH environment variable
-
-4. Open "x64 Native Tools Command Prompt for VS 2017"
-   (note: x86/x64 doesn't matter at this point)
-
-5. Generate header files:
-   sh -c "CC=cl ./autogen.sh"
-
-6. Now the project can be opened and built in Visual Studio:
-   msvc\jemalloc_vc2017.sln