appveyor: update comments to be clear about toolchain

- CMake-based MSYS builds use mingw-w64 to cross-compile.
- autotools-based builds are compiled using msys2-devel.

The difference is that the later ones are not cross-compiled
to Windows and instead require the msys2 runtime to be present.

At the moment only the Azure Pipelines CI builds actually
run autotools-based cross-compilation builds for Windows.
diff --git a/appveyor.yml b/appveyor.yml
index b0a608b..cd0c24f 100644
--- a/appveyor.yml
+++ b/appveyor.yml
@@ -108,7 +108,7 @@
         SHARED: OFF
         DISABLED_TESTS: "!1139 !1501"
         COMPILER_PATH: ""
-      # generated CMake-based MSYS Makefiles builds
+      # generated CMake-based MSYS Makefiles builds (mingw cross-compiling)
       - APPVEYOR_BUILD_WORKER_IMAGE: "Visual Studio 2015"
         BUILD_SYSTEM: CMake
         PRJ_GEN: "MSYS Makefiles"
@@ -216,7 +216,7 @@
         PRJ_CFG: "DLL Debug - DLL Windows SSPI - DLL WinIDN"
         TESTING: OFF
         VC_VERSION: VC15
-      # autotools-based builds
+      # autotools-based builds (NOT mingw cross-compiling, but msys2 native)
       - APPVEYOR_BUILD_WORKER_IMAGE: "Visual Studio 2015"
         BUILD_SYSTEM: autotools
         TESTING: ON