doc/Threads: avoid dependency('threads') with MinGW + Win32 threading

On MinGW, dependency('threads') assumes the caller wants POSIX thread
primitives instead of Win32 primitives.  This makes sense because the
latter doesn't require any additional action, while the former needs a
winpthreads dependency.  However, some libraries use Win32 threading on
Windows but add dependency('threads') anyway, which is undesirable in a
build that wants to avoid shipping winpthreads.  Recommend skipping
dependency('threads') on Windows if POSIX threading is not needed.

docs/markdown/Threads.md

@@ -18,3 +18,17 @@ And then you just use it in a target like this:
 executable('threadedprogram', ...
   dependencies : thread_dep)
 ```
+
+On Windows, `dependency('threads')` does nothing on MSVC and links with
+winpthreads on MinGW.  If your code uses native Win32 thread primitives
+instead of pthreads, `dependency('threads')` will therefore add a spurious
+winpthreads dependency when building with MinGW.  To prevent this, avoid
+`dependency('threads')` on Windows:
+
+```meson
+if host_machine.system() == 'windows'
+  thread_dep = dependency('', required: false)
+else
+  thread_dep = dependency('threads')
+endif
+```