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DOC Improve Windows advanced install instructions (scikit-learn#22056)
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doc/developers/advanced_installation.rst

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@@ -205,14 +205,14 @@ to build scikit-learn Cython extensions for each supported platform.
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Windows
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First, install `Build Tools for Visual Studio 2019
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<https://visualstudio.microsoft.com/downloads/>`_.
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First, download the `Build Tools for Visual Studio 2019 installer
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<https://aka.ms/vs/17/release/vs_buildtools.exe>`_.
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.. warning::
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Run the downloaded `vs_buildtools.exe` file, during the installation you will
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need to make sure you select "Desktop development with C++", similarly to this
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screenshot:
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You DO NOT need to install Visual Studio 2019. You only need the "Build
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Tools for Visual Studio 2019", under "All downloads" -> "Tools for Visual
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Studio 2019".
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.. image:: ../images/visual-studio-build-tools-selection.png
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Secondly, find out if you are running 64-bit or 32-bit Python. The building
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command depends on the architecture of the Python interpreter. You can check
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