KOLANICH 5480e05173 Added some instructions on using MinGW-built XGBoost with python. (#3774)
* Added some instructions on using MinGW-built XGBoost with python.

* Changes according to the discussion and some additions

* Fixed wording and removed redundancy.

* Even more fixes

* Fixed links. Removed redundancy.

* Some fixes according to the discussion

* fixes

* Some fixes

* fixes
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The documentation of xgboost is generated with recommonmark and sphinx.

You can build it locally by typing "make html" in this folder.

Checkout https://recommonmark.readthedocs.org for guide on how to write markdown with extensions used in this doc, such as math formulas and table of content.