DOC: Add specific Visual Studio Installer instructions

[bdforbes]

• further improves DOC: Improve compiler installation instructions #28316 - Currently the 'Contributing to pandas', 'Installing a C compiler' section advises to install Build Tools for Visual Studio 2017 but doesn't specify which components to install.

Notes:

• The first time I installed the Build Tools it didn't seem to get everything needed, and I had to search around for a while before I could figure out what I'd missed.
• The advice at python.org is more specific, so I have added that in here. I'm fairly sure that's the minimum required, correct?

[bashtage]

Formatting and clarification.

[bdforbes]

I'm actually still having issues building pandas in a fresh Windows VM with just "Windows Universal CRT SDK" and "MSVC v140". I get the error:

fatal error C1083: Cannot open include file: 'basetsd.h'

Searching that error, many people recommend getting the latest "Windows 10 SDK". I also found that I was having errors trying to run cl.exe until I installed the "C++ Build Tools core features". I'm going to continue to test in the VM until I find the combination which works and makes the most sense.

It seems like the instructions could indeed be more specific, if this much effort is required to set up a working development environment.

[bdforbes]

I'm going to continue to test in the VM until I find the combination which works and makes the most sense.

In the end I seemed to require these components (starting from the assumption of using MSVC v140):

I also had to copy rc.exe and rc.dll from

C:\Program Files (x86)\Windows Kits\10\bin\10.0.18362.0\x86

to

C:\Program Files (x86)\Windows Kits\10\bin\x86

as per https://stackoverflow.com/a/45319119/336001.

With this setup, I was able to get pandas to build (with a retry as a few objects failed to compile the first time around). However, I'm not sure I really understand why this particular setup is working. Can anyone weigh in on how to validate a correct Visual Studio Build Tools install?

[bdforbes]

I've made a final change to just suggest installing the "C++ build tools" workload. I've just tried this in a fresh VM and pandas builds without any issues.

[bashtage]

One small change. Thanks for the thorough investigation. It is surprisingly difficult to get this right on Windows so definitely helpful.

[bashtage]

Also, can you squash to a cingle commit please.

[bashtage]

LGTM

[mroeschke]

Thanks @bdforbes