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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