Add C++ build directions.

cpp/build.md

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+# Building C++ version of retroflect
+
+## Requirement
+
+* Visual Studio. I used VS 2017 Community; other versions may also work.
+* [WinDivert 1.4.3](https://reqrypt.org/windivert.html). Download
+  either the -A or -B binary package.
+
+
+## Choosing appropriate WinDivert files
+
+Use the following files from WinDivert binary package, according
+to the build target:
+
+* x64 build: `WinDivert.dll`, `WinDivert.lib` and
+  `WinDivert64.sys` from the `x86_64` directory. This will only run
+  on 64-bit Windows.
+* x86 build: `WinDivert.dll`,
+  `WinDivert.lib`, `WinDivert32.sys` and `WinDivert64.sys` from the
+  `x86` directory. This will run on both 32-bit and 64-bit Windows.
+
+For both builds `windivert.h` from the `include` directory is required.
+
+See [WinDivert documentation](https://reqrypt.org/windivert-doc.html)
+for details.
+
+## Steps
+
+* Put the appropriate `windivert.h` and `WinDivert.lib` in
+  `retroflect\windivert`.
+* Open the solution file `retroflect.sln` and build.
+* Put `WinDivert.dll` and `WinDivert*.sys` in the same directory as
+  the built executable file `retroflect.exe`.