Add information about building the project on Windows

[pandaseal]

Building the project directly in Windows seems to not be possible at the moment.
We ran into errors when running make test in both cmd and Powershell.

What works on is running it in a Windows Subsystem for Linux (WSL) such as Ubuntu 16.04 LTS or Ubuntu 18.04 LTS (that you can get from Microsoft Store).

However, you can run into problems there as well. We ran in to this problem where it was stated that "no shebang is present". The solution is to clone the repo onto the home of the WSL as described here.

@sobolevn suggested that this is added to the CONTRIBUTING.md (here) which I think is a good idea. The question is where in the file, and at what level it should be described. Should the whole problem with building it on Windows be described or just "it doesn't seem to work on windows, here is what works however".