Windows: make the CMake build work with MSYS2's native toolchain

docs/README-windows.md

@@ -41,6 +41,35 @@ cmake --build build-win-tui
 Copy `build-win-tui/cst-agent.exe`, `third_party/busybox/busybox.exe`, and
 `libwinpthread-1.dll` into one folder.
 
+## Build natively on Windows (MSYS2)
+
+The CMake build also works directly on Windows with MSYS2's mingw-w64
+toolchain -- no separate Linux host needed:
+
+```bash
+# in an MSYS2 MINGW64 shell
+pacman -S --needed --noconfirm \
+  mingw-w64-x86_64-gcc mingw-w64-x86_64-cmake mingw-w64-x86_64-make \
+  mingw-w64-x86_64-curl mingw-w64-x86_64-pdcurses
+
+cd agent
+cmake -B build-win -G "MinGW Makefiles" -DCMAKE_BUILD_TYPE=Release
+cmake --build build-win --target cst-agent -j"$(nproc)"
+```
+
+`CST_BUILD_TUI=ON` (the default) picks up MSYS2's PDCurses automatically,
+including its `include/pdcurses/` layout; set `-DPDCurses_ROOT=...` only for
+a custom PDCurses.
+
+Two differences from the cross-build release layout above:
+
+- **Extra DLLs.** MSYS2's curl package is the shared OpenSSL build, so the
+  executable needs its whole dependency chain beside it. Collect it with
+  `ldd build-win/cst-agent.exe | grep mingw64`.
+- **Only build the `cst-agent` target.** Some sources under `tests/` are
+  POSIX-only (two-argument `mkdir`, `setenv`, `arpa/inet.h`, `symlink`) and
+  do not compile with MinGW. The main program is unaffected.
+
 ## Run
 
 ```bat