Add a "Build requirements" section to the README.md file.

README.md

@@ -20,4 +20,17 @@ main #= [] -> {
 - Compilation to jvm bytecode?
 
 ## Getting Started
-Variables assigned using #= can't be changed (they are "final"), while the ones affected using the normal operator (=) can.
+Variables assigned using #= can't be changed (they are "final"), while the ones affected using the normal operator (=) can.
+
+## Build requirements
+
+### Linux target
+
+- GCC 10+ or Clang 11+
+
+### Windows target
+
+ - MinGW32
+ - The required packages for threading support (e.g: mingw-std-threads)
+
+MSVC could also be used instead if you are on Windows.