[docs] Document cmake+MinGW (fixes #3060) #3078
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This PR documents the solution to the issue found on #3060 (workaround of PR #664).
Users should run
cmaketwice when the compiler is MinGW, becausecmakehas a one time stopper when it detects MinGW.This one time stopper was removed from
cmakeon the following commit: 3421bc6#diff-473c89bfc9641f554ac12d37ebc3d377R61 (version = ???)This issue also applies to most of R users who use MinGW as the compiler of choice (default of Rtools, and for those modifying the LightGBM installation script to explicitly compile using MinGW).