Added mention of .pyd files for windows users.

docs/src/reference/compilation.rst

@@ -51,7 +51,8 @@ system, for example, it might look similar to this::
 (``gcc`` will need to have paths to your included header files and paths
 to libraries you want to link with.)
 
-After compilation, a ``yourmod.so`` file is written into the target directory
+After compilation, a ``yourmod.so`` (:file:`yourmod.pyd` for Windows)
+file is written into the target directory
 and your module, ``yourmod``, is available for you to import as with any other
 Python module.  Note that if you are not relying on ``cythonize`` or distutils,
 you will not automatically benefit from the platform specific file extension

docs/src/tutorial/numpy.rst

@@ -23,7 +23,8 @@ the Cython version -- Cython uses ".pyx" as its file suffix.
 
 .. literalinclude:: ../../examples/tutorial/numpy/convolve_py.py
 
-This should be compiled to produce :file:`yourmod.so` (for Linux systems). We
+This should be compiled to produce :file:`yourmod.so` (for Linux systems, on Windows
+systems, it will be :file:`yourmod.pyd`). We
 run a Python session to test both the Python version (imported from
 ``.py``-file) and the compiled Cython module.
 

docs/src/userguide/numpy_tutorial.rst

@@ -147,7 +147,8 @@ Cython version -- Cython uses ".pyx" as its file suffix.
 .. literalinclude:: ../../examples/userguide/numpy_tutorial/convolve_py.py
     :linenos:
 
-This should be compiled to produce :file:`convolve_cy.so` (for Linux systems). We
+This should be compiled to produce :file:`convolve_cy.so` (for Linux systems,
+on Windows systems, this will be a ``.pyd`` file). We
 run a Python session to test both the Python version (imported from
 ``.py``-file) and the compiled Cython module.
 

docs/src/userguide/wrapping_CPlusPlus.rst

@@ -598,7 +598,8 @@ possible to declare them in the :file:`setup.py` file::
 Cython will generate and compile the :file:`rect.cpp` file (from
 :file:`rect.pyx`), then it will compile :file:`Rectangle.cpp`
 (implementation of the ``Rectangle`` class) and link both object files
-together into :file:`rect.so`, which you can then import in Python using
+together into :file:`rect.so` on Linux, or :file:`rect.pyd` on windows,
+which you can then import in Python using
 ``import rect`` (if you forget to link the :file:`Rectangle.o`, you will
 get missing symbols while importing the library in Python).