[m-rev.] for review: rewrite the MinGW / MSYS / MSYS2 README

[Julien Fischer]

For review by anyone.

I have attached the diff, but have also included the full file.  Reviewers
should probably look at the latter since very little of what was previously
present remains.

I intend to rename README.MinGW to README.MSYS2.md before I
push this change.  I will update links from other READMES at that point.

-----------------------------------

Rewrite the MinGW / MSYS / MSYS2 README.

- Delete coverage of the old MSYS / MinGW platform, since it is dead
  at this point. Recommend that users do not use it. This README now
  describes the MSYS2 platform exclusively.

- Delete a note to developers about the bootcheck script not working.
  It has worked with MSYS2 since the beginning of 2025 and we no longer
  care about the old MSYS.

- Delete a section describing how to build a MinGW cross compiler
  in Cygwin using gcc's -mno-cygwin option. That has not worked
  in well over a decade. (In fact, I can't remember it ever having
  worked.)

- Describe MSYS2 environments and which ones we recommend for use
  with Mercury.

- Expand the description of how to use Mercury in the MSYS2 shell.

- Add a section on a common problem, Mercury compiler generated
  executables aborting due to the loader being unable to find
  libwinpthread-1.dll.

Documentation/README.MinGW:
    As above.

Julien.
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