1) Configure with sysconfdir=/etc/nmh so to minimize pollution of /etc.
2) Disabled install_docs because nmh's make install takes care of it.
Though it installs in /usr/share/doc/nmh/ instead of
/usr/share/doc/nmh-<version>/, that seems to be more common on Cygwin
than using the -<version>.
3) Added comments (also added to MACHINES) about the packages that would
be needed to configure with --with-cyrus-sasl and --with-tls.