building on windows instruction

WINDOWS.md

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+# Building on Windows
+
+* Refer to https://github.com/facebook/rocksdb/wiki/Building-on-Windows, with the following changes.
+* Build zlib using cmake instead of whatever was in the above instruction
+  * Copy `zconf.h` to the base directory after building
+* Edit `thirdparty.inc` appropriately
+* `cmake -G "Visual Studio 16 2019" -A x64 -DCMAKE_BUILD_TYPE=Release -DCMAKE_CXX_STANDARD=20 -DGFLAGS=1 -DSNAPPY=1 -DLZ4=1 -DZLIB=1 -DZSTD=1 -DUSE_RTTI=1 ..`
+* Need to copy some dll files so that they could be found