Try to better explain how to use wxWidgets from user projects

Notably mention the need to add the path to the build-specific setup.h
file.

Also refer to CMake to help people using this build system.

Closes https://github.com/wxWidgets/wxWidgets/pull/864

docs/msw/install.txt

@@ -27,6 +27,12 @@ Otherwise, or if you want to build a configuration of the library
 different from the default one, you need to build the library from
 sources before using it.
 
+If you use CMake, please see
+
+    https://docs.wxwidgets.org/trunk/overview_cmake.html
+
+for building wxWidgets using it.
+
 The first step, which you may have already performed, unless you are
 reading this file online, is to download the source archive and
 uncompress it in any directory. It is strongly advised to avoid using
@@ -491,21 +497,35 @@ LDFLAGS
 Building Applications Using wxWidgets
 =====================================
 
-NB: The makefiles and project files provided with wxWidgets samples show which
-    flags should be used when building applications using wxWidgets so in case
-    of a problem, e.g. if the instructions here are out of date, you can always
-    simply copy a makefile or project file from %WXWIN%\samples\minimal or some
-    other sample and adapt it to your application.
+If you want to use CMake for building your project, please see
 
-Independently of the compiler and make/IDE you are using you must do the
-following to use wxWidgets sources under the directory $WXWIN (notice that
+    https://docs.wxwidgets.org/trunk/overview_cmake.html#cmake_apps
+
+Otherwise follow the instructions below for "manual" setup of your project.
+
+We suppose that wxWidgets sources are under the directory $WXWIN (notice that
 different tool chains refer to environment variables such as WXWIN in
-different ways, e.g. MSVC users should use $(WXWIN) instead of just $WXWIN):
+different ways, e.g. MSVC users should use $(WXWIN) instead of just
+$WXWIN). And we will use <wx-lib-dir> as a shortcut for the subdirectory of
+$WXWIN\lib which is composed from several parts separated by underscore:
+first, a compiler-specific prefix (e.g. "vc" for MSVC, "gcc" for g++ or the
+value of COMPILER_PREFIX if you set it explicitly), then optional "x64" if
+building in 64 bits and finally either "lib" or "dll" depending on whether
+static or dynamic wx libraries are being used.
+
+For example, WXWIN could be "c:\wxWidgets\3.4.5" and <wx-lib-dir> could be
+"c:\wxWidgets\3.4.5\lib\vc_x64_lib" for 64-bit static libraries built with
+MSVC.
+
+Here is what you need to do:
 
 * Add $WXWIN\include to the
   - compiler
   - resource compiler
   include paths.
+* If using MSVC, prepend $WXWIN\include\msvc to the include paths too.
+  Otherwise, append <wx-lib-dir>\mswu[d] to the include paths, where "d" should
+  be used for debug builds only.
 * Define the following symbols for the preprocessor:
   - __WXMSW__ to ensure you use the correct wxWidgets port.
   - _UNICODE unless you want to use deprecated ANSI build of wxWidgets.
@@ -513,8 +533,12 @@ different ways, e.g. MSVC users should use $(WXWIN) instead of just $WXWIN):
   - WXUSINGDLL if you are using DLL build of wxWidgets.
 * If using MSVC 7 only (i.e. not for later versions), also define
   wxUSE_RC_MANIFEST=1 and WX_CPU_X86.
-* Add $WXWIN\lib\prefix_lib-or-dll to the libraries path. The prefix depends
-  on the compiler, by default it is "vc" for MSVC, "gcc" for g++ and so on.
+* Add <wx-lib-dir> directory described above to the libraries path.
+
+When using MSVC, the libraries are linked automatically using "#pragma
+comment(lib)" feature of this compiler. With all the other compilers you also
+need to:
+
 * Add the list of libraries to link with to the linker input. The exact list
   depends on which libraries you use and whether you built wxWidgets in
   monolithic or default multlib mode and basically should include all the
@@ -524,8 +548,9 @@ different ways, e.g. MSVC users should use $(WXWIN) instead of just $WXWIN):
   (all wxWidgets applications use the base library).
 
 
-Microsoft Visual C++ users can simplify the linker setup by prepending
-"$(WXWIN)\include\msvc" to the include path (it must come before the
-"$(WXWIN)\include" part!) and omitting the last step: the required libraries
-will be linked in automatically using the "#pragma comment(lib)" feature of
-this compiler.
+Finally, please notice that the makefiles and project files provided with
+wxWidgets samples show which flags should be used when building applications
+using wxWidgets and always work, so in case of a problem, e.g. if the
+instructions here are out of date, you can always simply copy a makefile or
+project file from $WXWIN\samples\minimal or some other sample and adapt it to
+your application.