Update MinGW requirements (#3526)

* Update MinGW requirements

Co-authored-by: Hugo Locurcio <[email protected]>

Co-authored-by: Max Hilbrunner <[email protected]>

development/compiling/compiling_for_windows.rst

@@ -16,6 +16,9 @@ For compiling under Windows, the following is required:
   will have to run/download the installer again.**
 - `MinGW-w64 <http://mingw-w64.org/>`_ with GCC can be used as an alternative to
   Visual Studio. Be sure to install/configure it to use the ``posix`` thread model.
+  **Important:** When using MinGW to compile the ``master`` branch, you need GCC 9 or later. Because
+  MinGW does not officially release GCC 9 yet, you can get an alternate installer from 
+  `here <https://jmeubank.github.io/tdm-gcc/articles/2020-03/9.2.0-release>`_.
 - `Python 3.5+ <https://www.python.org/downloads/windows/>`_.
 - `SCons 3.0 <https://www.scons.org>`_ build system. If using Visual Studio 2019,
   you need at least SCons 3.1.1.