The old Makefile + config.h was deleted, because it
becomes outdated too easily and building with the
Autotools based build system works fine even on Windows.
windows/build.sh hasn't got much testing, but it should
work to build 32-bit x86 and x86-64 versions of XZ Utils
using MSYS, MinGW or MinGW-w32, and MinGW-w64.
windows/INSTALL-Windows.txt describes what packages are
needed and how to install them.
windows/README-Windows.txt is a readme file for the binary
package that build.sh hopefully builds.
There are no instructions about using Autotools for now,
so those using a git snapshot may want to run
"autoreconf -fi && ./configure && make mydist" on a UN*X
box and then copy the resulting .tar.gz to a Windows.
Thanks to Dan Shechter for the patch.
It is likely that windows/Makefile will be removed
completely, because Autotols based build nowadays
works well with both 32-bit and 64-bit MinGW (I
just need to update the docs).