doc: Add Windows build instructions

[ci skip]

BUILD_WINDOWS.md

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+# Build Icinga 2 on Windows
+
+The Icinga Project is providing Windows MSI packages under https://packages.icinga.com/windows/
+
+> **Note:**
+> This is a developer documentation on how to build Icinga 2 on Windows!
+
+Also see [INSTALL.md](INSTALL.md) for Linux build instructions.
+
+## Requirements
+
+* 32 or 64-bit system
+* Visual Studio >= 14 2015
+* CMake >= 2.6
+* OpenSSL >= 1.0.1
+* Flex and Bison
+
+## Install Requirements
+
+**Visual Studio**
+
+Download from [visualstudio.com](https://www.visualstudio.com/en/downloads/)
+
+The Community Edition is available for free, and is what we use to build.
+
+Workloads to install:
+* C++ Desktop
+* .NET Desktop
+
+**OpenSSL for Icinga**
+
+See our [openssl-windows GitHub project](https://github.com/Icinga/openssl-windows).
+
+You will need to install a binary dist version to 'C:\\Program Files\\OpenSSL'.
+
+**Chocolatey**
+
+A simple package manager for Windows, please see [install instructions](https://chocolatey.org/install).
+
+**Git**
+
+Best to use Chocolatey, see [package details](https://chocolatey.org/packages/git).
+
+```
+choco install git
+```
+
+**Flex / Bison**
+
+Best to use Chocolatey, see [package details](https://chocolatey.org/packages/winflexbison3).
+
+```
+choco install winflexbison3
+```
+
+**CMake**
+
+Best to use Chocolatey, see [package details](https://chocolatey.org/packages/cmake)
+or download from: [cmake.org](https://cmake.org/download/)
+
+```
+choco install cmake
+```
+
+**WIX**
+
+Best to use Chocolatey, see [package details](https://chocolatey.org/packages/wixtoolset).
+
+```
+choco install wixtoolset
+```
+
+**Boost**
+
+Download third party Windows binaries from: [boost.org](http://www.boost.org/users/download/)
+
+For example: `https://dl.bintray.com/boostorg/release/1.65.1/binaries/boost_1_65_1-msvc-14.1-64.exe`
+
+*Warnings:*
+* Must match your Visual Studio version!
+* CMake might not support the latest Boost version (we used CMake 3.10 and Boost 1_65_1)
+
+Run the installer exe.
+
+## Build Icinga 2
+
+Run VC Native x64 Command Prompt:
+
+```
+cd \local
+git clone https://github.com/Icinga/icinga2.git
+
+cd icinga2
+
+md build
+cd build
+
+"/Program Files/CMake/bin/cmake.exe" .. -G "Visual Studio 15 2017 Win64" -DCPACK_GENERATOR=WIX -DICINGA2_WITH_MYSQL=OFF -DICINGA2_WITH_PGSQL=OFF -DBOOST_ROOT=c:/local/boost_1_65_1 -DBOOST_LIBRARYDIR=c:/local/boost_1_65_1/lib64-msvc-14.1 -DFLEX_EXECUTABLE=C:/ProgramData/chocolatey/bin/win_flex.exe -DBISON_EXECUTABLE=C:/ProgramData/chocolatey/bin/win_bison.exe
+
+"/Program Files/CMake/bin/cmake.exe" --build . --target PACKAGE --config RelWithDebInfo
+```