doc: Warn about build dir being too nested on Windows

doc/How to build - Windows.md

@@ -91,6 +91,10 @@ You can also use the Visual Studio GUI or other generators as mentioned above.
 The `DESTDIR` option is the location where the bundle will be installed.
 This may be customized. If you leave it empty, the `DESTDIR` will be places inside the same `build` directory.
 
+Warning: If the `build` directory is nested too deep inside other folders, various file paths during the build
+become too long and the build might fail due to file writing errors. For this reason, it is recommended to
+place the `build` directory relatively close to the drive root.
+
 Note that the build variant that you may choose using Visual Studio (i.e. _Release_ or _Debug_ etc.) when building the dependency package is **not relevant**.
 The dependency build will by default build _both_ the _Release_ and _Debug_ variants regardless of what you choose in Visual Studio.
 You can disable building of the debug variant by passing the `-DDEP_DEBUG=OFF` option to CMake, this will only produce a _Release_ build.