LightGBM

Compile R package by custom tool chain. (#584)

* add R's library file to vs project and cmake.

* support using dll built by vs.

* better search for the library file.

* remove mingw related doc .

* update document.

* Let R handle the library compile.

* try fix build from github.

* Update README.md

* cleaner build.

* fix the install problem in linux.

* Update README.md