Add an example for how to use the github action with CMake

This shows off a couple aspects; how to install the tool packages
with the right prefix (as you need the mingw version of CMake, not
the msys version), how to set a non-default project generator,
and mentions another gotcha from the generic GitHub Actions CMake
example/template.

README.md

@@ -98,6 +98,7 @@ See, for example:
 
 - [msys2/MINGW-packages: .github/workflows/main.yml](https://github.com/msys2/MINGW-packages/blob/master/.github/workflows/main.yml).
 - [ghdl/ghdl: .github/workflows/push.yml](https://github.com/ghdl/ghdl/blob/99b542c849311c92e87e2c70d283de133c9d4093/.github/workflows/push.yml#L56-L102).
+- The [CMake example](#example-for-building-code-with-cmake) below.
 
 Find further details at [#40](https://github.com/msys2/setup-msys2/issues/40) and [#102](https://github.com/msys2/setup-msys2/issues/102).
 
@@ -187,3 +188,62 @@ The package or list of packages are installed through `pacman --noconfirm -S --n
         git
         base-devel
 ```
+
+## Examples
+
+### Example for building code with CMake
+
+```yaml
+    runs-on: windows-latest
+    defaults:
+      run:
+        shell: msys2 {0}
+    strategy:
+      matrix:
+        include: [
+          { msystem: mingw64, prefix: mingw-w64-x86_64 },
+          { msystem: mingw32, prefix: mingw-w64-i686 },
+          { msystem: ucrt64, prefix: mingw-w64-ucrt-x86_64 },
+          { msystem: clang64, prefix: mingw-w64-clang-x86_64 },
+        ]
+    steps:
+      - uses: msys2/setup-msys2@v2
+        with:
+          msystem: ${{matrix.msystem}}
+          update: true
+          install: >-
+            git
+            make
+            ${{matrix.prefix}}-toolchain
+            ${{matrix.prefix}}-cmake
+            ${{matrix.prefix}}-make
+            ${{matrix.prefix}}-ninja
+      - uses: actions/checkout@v2
+      - run: |
+          cmake -G Ninja -B build -DCMAKE_BUILD_TYPE=Release
+          cmake --build build
+```
+
+This shows how to install the relevant toolchain package for each msystem
+choice. See [the MSYS2 documentation](https://www.msys2.org/docs/environments/)
+for explanations on the different msystem options available.
+
+When building for mingw with CMake, one has to take care to install the mingw
+version, not msys version, of CMake, i.e. the one prefixed with e.g.
+`mingw-w64-x86_64` (but the prefix is different for each of the msystem
+variants).
+
+Compared to the GitHub Actions CMake examples/templates, there's a few changes:
+
+* Don't use the `${{github.workspace}}` for specifying an absolute path; it's
+  spelled out with backslashes, which don't work as intended when interpreted
+  by the bash shell. Instead use relative paths (the run commands start out
+  with `${{github.workspace}}` as the current working directory anyway).
+
+* When building with CMake on Windows for mingw targets, one has to set a
+  a choice of generator with `-G`; the default is NMake, which looks for
+  the installed MSVC compilers instead. You can choose between `Ninja`
+  (install `${{matrix.prefix}}-ninja`; the build uses the command `ninja`),
+  `MinGW Makefiles` (install `${{matrix.prefix}}-make`, the build uses
+  `mingw32-make`) or `MSYS Makefiles` (install `make`, and the build uses
+  the plain `make` command).