Shall we add this as a .. Note::?

I've updated the initial post to include a screenshot of the current version.

Here's how it looks as a note - it's minor, so we can go with it if you want, but I think the smaller code within the note compared to the surrounding code highlights looks odd?

Okay, let's keep it like this. Thank you!

I want to add the information how to set up the variable SETUPTOOLS_USE_DISTUTILS in PowerShell Windows:
$env:SETUPTOOLS_USE_DISTUTILS="stdlib"
It helped me with this MSYS2 issue

It seems very similar to what we have documented here? I would have thought it was a relatively simple matter for users to translate export SETUPTOOLS_USE_DISTUTILS=stdlib to $env:SETUPTOOLS_USE_DISTUTILS="stdlib"?

Yes. It is true. I just want to prevent the mistake I did.

Firstly I used command SET for PowerShell and the terminal didn't say anything wrong. So I tried pip and the package wasn't installed. And I thought that this solution isn't for me and spent another one hour trying to find the right solution.

Only by a coincidence I figured out that SET works in cmd and not in PowerShell. That is why I left a comment with the right command for PowerShell