DOC: improve documentation for building extensions on windows
cc @jorisvandenbossche 
cc @Dr-Irv 
 @jorisvandenbossche can you give a try with 3.5 when you have a chance, then update this as to steps that are needed. I don't think you actually need to do any pathing with VS2012. It should _just_ work.
 +1 for this.  I am trying to do similar documentation for `numpy` and `scipy` actually, so it's great to see all the libraries coming together at once to improve building for Windows!
 Maybe have instructions for different versions of Visual Studio??  In my case, I need VS2012 for another project (and have a valid license), so I don't want to install VS2015 so that things don't get messed up on my laptop.
 @Dr-Irv once these are installed (and they can all be installed separately), they are independent. You shouldn't need any addtl after these installations. On a VM I did exactly that.
 @jreback My colleagues have had issues in other projects (.NET, C++, etc.) where having multiple versions caused issues.  So I followed their advice.  You have to be really careful with the PATH. 
 @Dr-Irv that's a very bad idea.  You should have all compiled software in a single process (e.g. Python, pandas) running with the same MSVC runtime.  Bad things can happen if you mix MSVC versions (and thus, runtimes).  Longer explanation here: http://siomsystems.com/mixing-visual-studio-versions/

The versions suggested above adhere to community standards.  If you build your package with VS 2012, your packages are questionably compatible.  If you want to build your package with VS2012, you really should rebuild your whole Python stack with VS 2012.
 @msarahan Thanks for the pointer. 
 Is there an alternative to installing the full Visual Studio 2015 for python 3.5 (as that takes 4 Gb) 
@gfyoung in your PR for numpy/scipy (https://github.com/scipy/scipy.org/pull/146), you point to the url https://support.microsoft.com/en-gb/kb/2977003 for Visual C++. These are downloads for "Visual C++ Redistributable Packages", which is much smaller to install, but are these enough to build a library? As I understand they are for running an application that is already built? 
 no u have to install everything 
 There is https://www.microsoft.com/en-us/download/details.aspx?id=48159 which claims to include the latest compiler from VS 2015, without VS itself.  I haven't tried it, and can't speak for its functionality or content.
 @gfyoung Is it possible that you then link to the wrong page in the numpy/scipy PR?

@msarahan Thanks. That still needs the full .NET framework to be installed (which is also 2 GB), but still it's a bit smaller
 @jorisvandenbossche : So it seems.  If you could put a comment in my PR to change the link(s), that would be great!  Thanks!
 so are the doc links right?
(i am going to fix the markdown links -> rst links) shortly

http://pandas-docs.github.io/pandas-docs-travis/contributing.html#creating-a-windows-development-environment
