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Addresses issue #634. (#866)

* Update with instructions to build under Visual Studio

Fixes Issue #634.

I spent 3 days trying to build this library under Visual Studio 2017, only to discover on has to link to `Shlwapi.lib`.

Became so frustrated with the docs that I added full build instructions for Visual Studio 2015, 2017 and Intel Comiler 2015 and 2019.

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