lib\README.md: added Using MinGW+MSYS to create DLL

lib/README.md

@@ -43,6 +43,22 @@ Other optional functionalities provided are :
               For example, advanced API for version `v0.4` is in `legacy/zstd_v04.h` .
 
 
+#### Using MinGW+MSYS to create DLL
+
+DLL can be created using MinGW+MSYS with the `make libzstd` command.
+This command creates `dll\libzstd.dll` and the import library `dll\libzstd.lib`.
+The import library is only required with Visual C++.
+The header file `zstd.h` and the dynamic library `dll\libzstd.dll` are required to
+compile a project using gcc/MinGW.
+The dynamic library has to be added to linking options.
+It means that if a project that uses ZSTD consists of a single `test-dll.c`
+file it should be linked with `dll\libzstd.dll`. For example:
+```
+    gcc $(CFLAGS) -Iinclude/ test-dll.c -o test-dll dll\libzstd.dll
+```
+The compiled executable will require ZSTD DLL which is available at `dll\libzstd.dll`. 
+
+
 #### Obsolete streaming API
 
 Streaming is now provided within `zstd.h`.

lib/dll/example/README.md

@@ -39,7 +39,7 @@ The header files from `include\` and the dynamic library `dll\libzstd.dll`
 are required to compile a project using gcc/MinGW.
 The dynamic library has to be added to linking options.
 It means that if a project that uses ZSTD consists of a single `test-dll.c`
-file it should be compiled with "libzstd.dll". For example:
+file it should be linked with `dll\libzstd.dll`. For example:
 ```
     gcc $(CFLAGS) -Iinclude\ test-dll.c -o test-dll dll\libzstd.dll
 ```