+ setup.py instructions for Visual C++ compiler

Add setup.py openMP instructions for Microsoft Visual C++ compiler

docs/src/userguide/parallelism.rst

@@ -182,6 +182,24 @@ enable OpenMP. For gcc this can be done as follows in a setup.py::
         ext_modules = [ext_module],
     )
 
+For Microsoft Visual C++ compiler::
+
+    from distutils.core import setup
+    from distutils.extension import Extension
+    from Cython.Distutils import build_ext
+
+    ext_module = Extension(
+        "hello",
+        ["hello.pyx"],
+        extra_compile_args=['/openmp'],
+    )
+
+    setup(
+        name = 'Hello world app',
+        cmdclass = {'build_ext': build_ext},
+        ext_modules = [ext_module],
+    )
+
 Breaking out of loops
 =====================
 The parallel with and prange blocks support the statements break, continue and