The Windows build now depends on Python 3.6 to fetch externals, but it will be downloaded via NuGet (which is downloaded via PowerShell) if it is not available via `py -3.6`.  This means the only thing that must be installed on a modern Windows box to do a full build of CPython with all extensions is Visual Studio.

Also fixes an outdated note about _lzma in PCbuild/readme.txt

(cherry-picked from commit 51599e2b)