doc: more improvements to WSL-based build instructions (#43214)

Added `cd` step, slightly better specification/formatting

doc/src/devdocs/build/windows.md

@@ -125,13 +125,14 @@ file](https://github.com/JuliaLang/julia/blob/v0.6.0/README.windows.md) for the
 instructions for compiling using MSYS2.
 
 
-### Cross-compiling from Unix
+### Cross-compiling from Unix (Linux/Mac/WSL)
 
 You can also use MinGW-w64 cross compilers to build a Windows version of Julia from
 Linux, Mac, or the Windows Subsystem for Linux (WSL).
 
 First, you will need to ensure your system has the required dependencies. We
-need wine (>=1.7.5), a system compiler, and some downloaders.
+need wine (>=1.7.5), a system compiler, and some downloaders. Note: a cygwin install might
+interfere with this method if using WSL.
 
 **On Ubuntu** (on other Linux systems the dependency names are likely to be similar):
 ```sh
@@ -146,14 +147,15 @@ for pkg in i686-w64-mingw32-g++ i686-w64-mingw32-gcc i686-w64-mingw32-gfortran x
 or [Homebrew](https://brew.sh/).  Then run `port install wine wget mingw-w64`, or `brew
 install wine wget mingw-w64`, as appropriate.
 
-Then run the build:
+**Then run the build:**
 
  1. `git clone https://github.com/JuliaLang/julia.git julia-win32`
- 2. `echo override XC_HOST = i686-w64-mingw32 >> Make.user`
- 3. `make`
- 4. `make win-extras` (Necessary before running `make binary-dist`)
- 5. `make binary-dist` then `make exe` to create the Windows installer.
- 6. move the `julia-*.exe` installer to the target machine
+ 2. `cd julia-win32`
+ 3. `echo override XC_HOST = i686-w64-mingw32 >> Make.user`
+ 4. `make`
+ 5. `make win-extras` (Necessary before running `make binary-dist`)
+ 6. `make binary-dist` then `make exe` to create the Windows installer.
+ 7. move the `julia-*.exe` installer to the target machine
 
 If you are building for 64-bit windows, the steps are essentially the same.
 Just replace `i686` in `XC_HOST` with `x86_64`. (note: on Mac, wine only runs