added mingw64 installation instruction, and library file copy. (#2977)
added mingw64 installation instruction, and library file copy. (#2977)

* added mingw64 installation instruction, and library file copy.

* Change all `libxgboost.dll` to `xgboost.dll`

On Windows, the library file is called `xgboost.dll`, not `libxgboost.dll` as in the build doc previously

dmlc/xgboost,dmlc/xgboost,dmlc/xgboost,dmlc/xgboost,dmlc/xgboost,dmlc/xgboost