[Backport] Added MinGW build documentation for MinGW

(cherry picked from commit MeVisLab/pythonqt@bc2b945)

Author: githubuser0xFFFF

README.md

@@ -1,17 +1,21 @@
 # PythonQt
+
 [![License](https://img.shields.io/github/license/mevislab/pythonqt.svg?color=blue)](LICENSE)
 
 PythonQt is a dynamic [Python](https://www.python.org) binding for [Qt](https://www.qt.io).
 It offers an easy way to embed the Python scripting language into
 your Qt applications.
 
 # Documentation
+
 API documentation is available at: https://mevislab.github.io/pythonqt
 
 # Licensing
+
 PythonQt is distributed under the `LGPL 2.1` license.
 
 ## Licensing of Generator
+
 The build system of PythonQt makes use of a patched version of the LGPL'ed QtScript
 generator, located in the `generator` directory.
 
@@ -26,3 +30,20 @@ The generated wrappers are pre-generated and checked-in, so you only
 need to build and run the generator when you want to build additional wrappers
 or you want to upgrade/downgrade to another Qt version, but this requires
 updating the typesystems as well.
+
+# Building
+
+## Building on Windows with MinGW
+
+To build PythonQt, you need to set the environment variable `PYTHON_PATH` to
+point to the root dir of the python installation and `PYTHON_LIB` to point to 
+the directory where the python lib file is located. Then you should set the
+`PYTHON_VERSION` variable to the Python version number.
+
+When using the prebuild Python installer, this will be:
+
+```cmd
+set PYTHON_PATH = c:\Python38
+set PYTHON_LIB  = c:\Python38\libs
+set PYTHON_VERSION = 38
+```