Mention additional MinGW compilation troubleshooting tips

See https://github.com/godotengine/godot/issues/32695.

development/compiling/compiling_for_windows.rst

@@ -217,6 +217,13 @@ And for 32-bit::
     sudo update-alternatives --config i686-w64-mingw32-g++
     <choose i686-w64-mingw32-g++-posix from the list>
 
+.. note::
+
+    Using certain MinGW distributions (e.g. from Homebrew) may result in a build
+    error about ``sprintf_s`` or ``wcscpy_s`` when compiling Godot. If this is
+    the case, try passing
+    ``CXXFLAGS="-DMINGW_HAS_SECURE_API"`` at the end of the SCons command line.
+
 Creating Windows export templates
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