Add instructions on how to compile native applications on windows

[JD557]

Native applications on windows require some custom flags to correctly link SDL and the SDL.dll files.

[JD557]

It might be better to first get https://github.com/indoorvivants/sn-vcpkg working on windows.

[JD557]

Meanwhile, I remember another reason why I originally opened this issue: I have no idea how compile a Windows (not console) application with Scala Native.

I think I need to pass -Xlinker /subsystem:windows to the linker and then do some magic to get sdl_main/WinMain to work as expected.

There are some notes in https://wiki.libsdl.org/SDL2/FAQWindows that might be helpful.

[JD557]

Created scala-native/scala-native#3295 with some findings