Create dependencies.md, and link dependencies file from README & build docs

doc/build-windows.md

@@ -59,6 +59,8 @@ A host toolchain (`build-essential`) is necessary because some dependency
 packages (such as `protobuf`) need to build host utilities that are used in the
 build process.
 
+See also: [dependencies.md](dependencies.md).
+
 ## Building for 64-bit Windows
 
 To build executables for Windows 64-bit, install the following dependencies: