Add build description

At the moment only building on Cygwin is described. Other way to
build the project can be added in a later stage.

BUILD.rst

@@ -0,0 +1,49 @@
+How to build using Cygwin
+=========================
+
+Cygwin provides ports of many GNU/Linux tools and a POSIX API layer. This is
+the most complete way to get the GNU/Linux terminal feel under Windows.
+Cygwin has a setup that helps you install all the tools you need.
+
+This document describes how to build openvpn-gui using Cygwin. It cross-compiles
+a native Windows executable, using the MinGW-w64 compilers that are available
+as packages in the Cygwin repository.
+
+
+Required packages
+-----------------
+
+To build openvpn-gui you need to have these packages installed, including
+their dependencies. You can install these packages using the standard
+``setup.exe`` of Cygwin.
+
+- autoconf
+- automake
+- pkg-config
+- make
+- mingw64-x86_64-gcc-core
+- mingw64-x86_64-g++
+- mingw64-x86_64-openssl
+
+
+Build
+-----
+
+To build use these commands:
+
+.. code-block:: bash
+
+	autoreconf -iv
+	./configure --host=x86_64-w64-mingw32
+	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, simply replace ``x86_64`` with ``i686``.
+
+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.