Add Windows Runtime Requirements Section in README

README.md

@@ -33,6 +33,28 @@ Installation
    rights on the machine, to be able to run the `vcvarsall.bat` script.
 
 
+Windows runtime requirements
+----------------------------
+
+On Windows, the Visual C++ 2015 redistributable packages are a runtime
+requirement for this project. It can be found [here](https://www.microsoft.com/en-us/download/details.aspx?id=48145).
+
+If you use the Anaconda python distribution, you may require the Visual Studio
+runtime as a platform-dependent runtime requirement for you package:
+
+```yaml
+requirements:
+  build:
+    - python
+    - setuptools
+    - pybind11
+
+  run:
+   - python
+   - vs2015_runtime  # [win]
+```
+
+
 Building the documentation
 --------------------------