Update 'Develop on Windows' guidelines
# What does this PR do?

Update the `Develop on Windows` guidelines in `CONTRIBUTING.md` to add:

- Instructions to setup git to handle CRLF line endings
- Instructions to add MSYS executables in your PATH to run `make` from another terminal

Fixes #9438

## Before submitting
- [x] This PR fixes a typo or improves the docs (you can dismiss the other checks if that's the case).

## Who can review?

@sgugger
@jplu

Do you have any idea why GitHub is not showing the diff properly?<|||||>Looks like I'm having an issue with CRLFs :( I think I replaced all CRLFs by LFs
I'm currently investigating this<|||||>@sgugger problem solved 👌