Add instruction how to build using MSYS2

BUILD.rst

@@ -48,6 +48,49 @@ Both 32-bit and 64-bit version of Cygwin can build the 32-bit and 64-bit
 version of ``openvpn-gui.exe``. Just install the packages you need and use
 the right ``--host`` option.
 
+
+MSYS2
+=====
+
+One-time preperation
+--------------------
+
+Install MSYS2. Instructions and prerequisites can be found on the official website: https://msys2.github.io/
+
+Once installed use the `mingw64.exe` provided by MSYS2.
+
+Update the base MSYS2 system until no further updates are available using:
+
+.. code-block:: bash
+
+    $ pacman -Syu
+
+You may have to restart your MINGW64 prompt between those updates.
+
+Now install the required development packages:
+
+.. code-block:: bash
+
+    pacman -S base-devel mingw-w64-x86_64-{toolchain,openssl}
+
+Build
+-----
+
+You can build using these commands:
+
+.. code-block:: bash
+
+    autoreconf -iv
+    ./configure
+    make
+
+32-bit or 64-bit
+----------------
+
+The above describes how to build the 64-bit version of openvpn-gui.
+If you want to build the 32-bit version, use the `mingew32.exe` and in the package names simply replace ``x86_64`` with ``i686``.
+
+
 How to build using openvpn-build
 ================================