Windows: Update the docs.
diff --git a/INSTALL b/INSTALL
index fece4b7..22ef077 100644
--- a/INSTALL
+++ b/INSTALL
@@ -136,22 +136,31 @@
 
 1.2.7. Windows
 
-    Building XZ Utils on Windows is supported under MinGW + MSYS,
-    MinGW-w64 + MSYS, and Cygwin. There is windows/build.bash to
-    ease packaging XZ Utils with MinGW(-w64) + MSYS into a
-    redistributable .zip or .7z file. See windows/INSTALL-Windows.txt
-    for more information.
+    Building XZ Utils on Windows is supported under the following
+    environments:
+
+      - MinGW-w64 + MSYS (32-bit and 64-bit x86): This is used
+        for building the official binary packages for Windows.
+        There is windows/build.bash to ease packaging XZ Utils with
+        MinGW(-w64) + MSYS into a redistributable .zip or .7z file.
+        See windows/INSTALL-MinGW.txt for more information.
+
+      - MinGW + MSYS (32-bit x86): I haven't recently tested this.
+
+      - Cygwin 1.7.35 and later: NOTE that using XZ Utils >= 5.2.0
+        under Cygwin older than 1.7.35 can lead to DATA LOSS! If
+        you must use an old Cygwin version, stick to XZ Utils 5.0.x
+        which is safe under older Cygwin versions. You can check
+        the Cygwin version with the command "cygcheck -V".
+
+      - Microsoft Visual Studio 2013 update 2 or later (MSVC for short):
+        See windows/INSTALL-MSVC.txt for more information.
 
     It may be possible to build liblzma with other toolchains too, but
     that will probably require writing a separate makefile. Building
     the command line tools with non-GNU toolchains will be harder than
     building only liblzma.
 
-    Starting with XZ Utils 5.2.0, building liblzma (not the whole
-    XZ Utils) should work with MSVC 2013 update 2 or later using
-    windows/config.h. No project files or makefiles are included yet,
-    so the build process isn't as convenient yet as it could be.
-
     Even if liblzma is built with MinGW(-w64), the resulting DLL can
     be used by other compilers and linkers, including MSVC. See
     windows/README-Windows.txt for details.
diff --git a/windows/INSTALL-MSVC.txt b/windows/INSTALL-MSVC.txt
new file mode 100644
index 0000000..7dd3168
--- /dev/null
+++ b/windows/INSTALL-MSVC.txt
@@ -0,0 +1,47 @@
+
+Building XZ Utils with Microsoft Visual Studio
+==============================================
+
+Introduction
+------------
+
+    MSVC 2013 update 2 and later have enough C99 support to build
+    liblzma from XZ Utils 5.2.0 and later without modifications.
+    Older MSVC versions would require a large number of changes to
+    the XZ Utils code and thus the old MSVC versions aren't supported.
+
+    As of 2015-06-19, some work has been done to get xz.exe and other
+    command line tools built with MSVC, but it's not complete enough
+    to be included in XZ Utils.
+
+
+Building
+--------
+
+    The following files in this directory are for MSVC:
+
+        config.h              liblzma configuration #defines for MSVC.
+        liblzma.vcxproj       This builds static liblzma.
+        liblzma_dll.vcxproj   This builds liblzma.dll.
+        xz_win.sln            Solution using the above project files.
+
+    The projects have x86 and x86-64 platform configurations, as well
+    as a Debug, Release, and ReleaseMT configuration -- MT is the
+    compiler switch to link to the CRT statically, so it will not
+    have any other DLL dependencies.
+
+    Currently no test programs are built or run under MSVC.
+
+    MSVC gives a bunch of compiler warnings. Some warnings are specific
+    to 32-bit or 64-bit build and some appear for both builds. These
+    are known and shouldn't be a problem. Some of them will probably
+    be fixed in the future.
+
+
+Notes
+-----
+
+    liblzma API headers declare the functions with __declspec(dllimport)
+    by default. To avoid this when using static liblzma from your code,
+    #define LZMA_API_STATIC before #including <lzma.h>.
+
diff --git a/windows/INSTALL-Windows.txt b/windows/INSTALL-MinGW.txt
similarity index 98%
rename from windows/INSTALL-Windows.txt
rename to windows/INSTALL-MinGW.txt
index 7f0afc2..9092171 100644
--- a/windows/INSTALL-Windows.txt
+++ b/windows/INSTALL-MinGW.txt
@@ -6,7 +6,7 @@
 ------------
 
     This document explains shortly where to get and how to install the
-    build tool that are needed to build XZ Utils on Windows. The final
+    build tools that are needed to build XZ Utils on Windows. The final
     binary package will be standalone in sense that it will depend only
     on DLLs that are included in all Windows installations.