Added detailed install instructions to the README file.

README.md

@@ -10,10 +10,45 @@ Resulting binaries run on Windows XP (SP-3) or later. 64-Bit binaries require Wi
 
 ## Prerequisites
 
-This build script is based on [MinGW-w64](https://www.mingw-w64.org/) and [MSYS2](https://www.msys2.org/).
+This build script is based on [**MinGW-w64**](https://www.mingw-w64.org/) and [**MSYS2**](https://www.msys2.org/).
 
-Please see MSYS2 install instructions:  
+### Detailed install instructions:
-https://www.msys2.org/wiki/MSYS2-installation/
+
+1. Install the MSYS2 base-system using the installer (i.e. `msys2-x86_64-yyyymmdd.exe`) from the website:  
+   <https://repo.msys2.org/distrib/x86_64/>
+
+    **Important:** If MSYS2 was installed to a directory other than `C:\msys64`, the variable `MSYS2_DIR` in `make.cmd` must be edited accordingly!
+
+2. Once the MSYS2 base-system has been installed, updated all packages to the latest version:
+   ```
+   $ pacman -Syyuu
+   ```
+
+   **Note:** After the first update, close and re-open the MSYS2 terminal, then run the same command *again*!
+
+3. Now install the 32-Bit *and* 64-Bit MinGW-w64 tool-chains:
+   ```
+   $ pacman -S --noconfirm mingw-w64-i686-toolchain mingw-w64-x86_64-toolchain
+   ```
+
+   (Be sure to **not** install the "UCRT" variants of these tool-chains, but the "traditional" MSVCRT-based ones!)
+
+4. Finally install the "base" development tools, CMake *and* ZIP:
+   ```
+   $ pacman -S --noconfirm --needed base-devel cmake zip
+   ```
+
+## Build instructions
+
+In order to build the 32-Bit *and* 64-Bit cURL packages, just run **`make.cmd`** from the cURL Windows base directory!
+
+Optionally, you can build *only* the 32-Bit or 64-Bit package:
+
+1. Open either the *32-Bit* (`mingw32.exe`) or the *64-Bit* (`mingw64.exe`) MSYS2 terminal
+
+2. Change the working directory to the cURL Windows base directory (i.e. where `build.sh` is located)
+
+3. Now run the **`./build.sh`** script!
 
 ## Acknowledgement