Mention wx/chkconf.h.
Provide specific instructions for MSW-specific options.
Don't tell people to update wx/univ/setup.h (it is auto-generated) nor
setup.h_vms (it is manually updated by the OpenVMS maintainer).
git-svn-id: https://svn.wxwidgets.org/svn/wx/wxWidgets/trunk@76625 c3d73ce0-8a6f-49c7-b76d-6d57e0e08775