[lldb] Update the lldb build instructions on Windows

[stella.stamenova]

Summary

The existing instructions for lldb on Windows can be more explicit. This adds a few details on how to install various components and the easiest way to get to a working build.

[JDevlieghere]

LGTM.

From my own notes:

• I wrote down that I neede "MSVC C++ x64/x86 build tool". Not sure if that's really required?
• As someone who's used to working on the command line, it took me way to long to figure out that I had to run "%ProgramFiles(x86)%\Microsoft Visual Studio\2019\Community\Common7\Tools\VsDevCmd" -arch=amd64 -host_arch=amd64 -no_logo before I could do anything useful. Not sure if that's worth mention here as well.

[stella.stamenova]

Add more details for developer command prompt

[JDevlieghere]

Nice. Thanks!

lldb/docs/resources/build.rst

 *******
 
 * Visual Studio 2017.
 * The latest Windows SDK.
 * The Active Template Library (ATL).
 * `GnuWin32 <http://gnuwin32.sourceforge.net/>`_ for CoreUtils and Make.
 * `Python 3 <https://www.python.org/downloads/windows/>`_.  Make sure to (1) get
   the x64 variant if that's what you're targetting and (2) install the debug
-  library if you want to build a debug lldb.
+  library if you want to build a debug lldb. The standalone installer is the
+  easiest way to get the debug library.
 * `Python Tools for Visual Studio
-  <https://github.com/Microsoft/PTVS/releases>`_. If you plan to debug test
-  failures or even write new tests at all, PTVS is an indispensable debugging
+  <https://github.com/Microsoft/PTVS/>`_. If you plan to debug test failures
+  or even write new tests at all, PTVS is an indispensable debugging
   extension to VS that enables full editing and debugging support for Python
   (including mixed native/managed debugging).
+* `SWIG for Windows <http://www.swig.org/download.html>_`
 
 The steps outlined here describes how to set up your system and install the
 required dependencies such that they can be found when needed during the build
 process. They only need to be performed once.
 
-#. Install Visual Studio with the Windows SDK and ATL components.
+#. Install Visual Studio with the "Desktop Development with C++" workload and
+   the "Python Development" workload.
 #. Install GnuWin32, making sure ``<GnuWin32 install dir>\bin`` is added to
    your PATH environment variable. Verify that utilities like ``dirname`` and
    ``make`` are available from your terminal.
 #. Install SWIG for Windows, making sure ``<SWIG install dir>`` is added to
    your PATH environment variable. Verify that ``swig`` is available from your
    terminal.
+#. Install Python 3 from the standalone installer and include the debug libraries
+   in the install, making sure the Python install path is added to your PATH
+   environment variable.
 #. Register the Debug Interface Access DLLs with the Registry from a privileged
    terminal.
 
 ::
 
 > regsvr32 "C:\Program Files (x86)\Microsoft Visual Studio\2017\Community\DIA SDK\bin\msdia140.dll"
 > regsvr32 "C:\Program Files (x86)\Microsoft Visual Studio\2017\Community\DIA SDK\bin\amd64\msdia140.dll"
 
 Any command prompt from which you build LLDB should have a valid Visual Studio
-environment setup. This means you should run ``vcvarsall.bat`` or open an
-appropriate Visual Studio Command Prompt corresponding to the version you wish
-to use.
+environment setup. This means you should open an appropriate `Developer Command
+Prompt for VS <https://docs.microsoft.com/en-us/visualstudio/ide/reference/command-prompt-powershell?view=vs-2019>`_
+corresponding to the version you wish to use or run ``vcvarsall.bat`` or
+``VsDevCmd.bat``.
 
 macOS
 *****
 
 * To use the in-tree debug server on macOS, lldb needs to be code signed. For
   more information see :ref:`CodeSigning` below.
 * If you are building both Clang and LLDB together, be sure to also check out
   libc++, which is a required for testing on macOS.