Update BUILD-win32.md: Fix guidance around toolchain.sh

Update BUILD-win32.md

Problems:

• The sample code for creating toolchain.sh was incorrect (using cat instead of echo)
• It was also only accurate for the msys2 case and would not work for the Linux case
• The commands given for installing the toolchains included a command for modifying PATH, which was rather misleading since it would only help the session in which the tools were installed.
• The section had 3 bullets: one for Linux, one for msys2, and one for Docker. Two of the bullets had content shared between them, so the structure doesn't quite fit the need.

To fix:

• Forked the suggestion to create and use toolchain.sh, so that there is accurate guidance for both the Linux and msys2 cases
• Removed the ephemeral 'export PATH' command from the installation steps, and changed the wording around to toolchain.sh to make it clear that it's a recommended approach for a required step.