doc: Add note about distro's g++-mingw-w64-x86-64-posix version

This stems from a requirement for the g++ minimum supported version
being >= 11.

Author: hebasto

doc/build-windows.md

@@ -13,6 +13,9 @@ Other options which may work, but which have not been extensively tested are (pl
 
 * On Windows, using a POSIX compatibility layer application such as [cygwin](https://www.cygwin.com/) or [msys2](https://www.msys2.org/).
 
+The instructions below work on Ubuntu and Debian. Make sure the distribution's `g++-mingw-w64-x86-64-posix`
+package meets the minimum required `g++` version specified in [dependencies.md](dependencies.md).
+
 Installing Windows Subsystem for Linux
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