Describe need for msvcp140.dll when bundling Python

Closes gh-58

examples/pyqt/README

@@ -1,6 +0,0 @@
-This is an example that uses PyQt4 binary packages.
-
-To make the installer on a non-Windows system, first run fetch_pyqt_windows.sh.
-This will download a PyQt Windows installer from Sourceforge, unpack the files
-from it, and copy the necessary ones into pynsist_pkgs where pynsist will
-pick them up.

examples/pyqt/README.md

@@ -0,0 +1,13 @@
+This is an example that uses PyQt4 binary packages.
+
+To make the installer on a non-Windows system, first run fetch_pyqt_windows.sh.
+This will download a PyQt Windows installer from Sourceforge, unpack the files
+from it, and copy the necessary ones into pynsist_pkgs where pynsist will
+pick them up.
+
+If you want to use PyQt in a '[bundled format](http://pynsist.readthedocs.org/en/latest/cfgfile.html#bundled-python)'
+installer with Python 3.5 or later, you'll need to ensure the file `msvcp140.dll`
+is included. If you have a Visual Studio installation, you can find it in there;
+otherwise download the [Visual C++ Redistributable](https://www.microsoft.com/en-us/download/details.aspx?id=48145).
+On Linux, you can extract the DLL from the exe using `cabextract` (after extracting
+files from the exe, run it again on a file called `a10`).