The INSTALL.mingw file is now actually a script that can be passed to
bash.  It will download and compile the dependencies, and then build the
pidgin-otr NSIS installer and zip file.

Note that the GTK and pidgin libraries are downloaded in Windows binary
form (though their checksums are checked), and not built from source.

This script is known to work on one particular Ubuntu 14.04 machine.  It
would be cool if others could try it as well, and it would be super-cool
if we could turn this into a deterministic build.