Enhance build documentation with detailed options for build_ext command

docs/source/setup/build.rst

@@ -173,11 +173,24 @@ Install
 
 To install this library, type the command ``python3 -m pip install .``.
 
-If you want to pass some options to the ``build_ext`` command, you can use the
-``--config-settings``or ``-C`` option. For example, to compile the library using
-MKL as BLAS library and the Visual Studio 17 2022 generator, type the following
+To pass options to the ``build_ext`` command, use the ``--config-settings`` or
+``-C`` option to pip. For instance, to compile the library with MKL as the BLAS
+library and using the Visual Studio 17 2022 generator, run the following
 command:
 
 .. code-block:: bash
 
     python3 -m pip install . -Cmkl=yes -Cgenerator="Visual Studio 17 2022"
+
+The available options are a subset of the ``setup.py build_ext`` command options
+for use with pip to install the library:
+
+* ``c-compiler``
+* ``cxx-compiler``
+* ``generator``
+* ``cmake-args``
+* ``mkl``
+
+.. note::
+
+    Only ``mkl`` option is a boolean option. The others are strings.