[Build dll] Fix errors and added steps in docs

[mfdeveloper]

Hi there!

I found some problems to build the main C++ .dll to use with the wrappers (in my case, on .net). This PR contains some fixes to avoid the compiling errors.

Also, I added a step by step guide in docs/README.md to describe which dependencies you should install first, and how generate the .dll.

Besides that, I would like to suggest:

1. Publish/upload the all "packages" (e.g main .dll, .jar...) to Releases in this repository, and put the current stable version number
2. Merge and "adapt" the PR #19 to use CMake to compile the C++ dll as a alternative to use nmake or jom with `Makefile's. That will be more easy to upgrade this project to a "cross platform" approach in the future 😄