[WIP] Windows dev environment configuration, update install instructions from source in the docs.

[larroy]

Description

Update windows build from source documentation with automated scripts.

As part of fixing the windows CI AMI, the scripts to setup the build environment are referenced from the documentation for ease of use.

With this PR seting up the environment in windows consists of executing just a powershell script

.\setup.ps1

Together with ci/build_windows.py this makes 2 commands to build MXNet in a clean windows install.

Before the process to setup the required environment required tons of manual and error prone install and steps.

Chance Bair is also co-author of the installation script.

Verified that the updated instructions lead to a working MXNet build:

PS C:\Users\Administrator\incubator-mxnet> C:\Python37\python
Python 3.7.0 (v3.7.0:1bf9cc5093, Jun 27 2018, 04:59:51) [MSC v.1914 64 bit (AMD64)] on win32
Type "help", "copyright", "credits" or "license" for more information.
>>> import mxnet as mx
>>> a = mx.nd.array((3,3))
>>> a

[3. 3.]
<NDArray 2 @cpu(0)>
>>>

@aaronmarkham @leezu @Chancebair

[larroy]

@mxnet-label-bot add [pr-awaiting-review]

[larroy]

😴

[marcoabreu]

Lgtm besides nits.

I'd prefer if someone else could review the docs changes

[marcoabreu]

Where is this used?

[larroy]

I think you added it, is it in the slave scripts?

[marcoabreu]

Well yeah it's used as part of the Autoconnect script. But since you are recommending this for users to install, it seems a bit out of place. We should handle infrastructure and MXNet related things separately if possible.

[larroy]

we can remove it in the future, it doesn't hurt there now, and I don't want additional scripts as of now. I don't think this is a big concern, even though you are right.

[aaronmarkham]

Some issues...