SDL: Added README about transparent windows in Win32

From e22282b0978b7b1fe2ab298b62c7f3245e395164 Mon Sep 17 00:00:00 2001
From: Sam Huang <[EMAIL REDACTED]>
Date: Mon, 11 Sep 2023 07:35:39 -0700
Subject: [PATCH] Added README about transparent windows in Win32

 docs/ | 8 ++++++++
 1 file changed, 8 insertions(+)

diff --git a/docs/ b/docs/
index cd29c1f9207a..1e6d59c44cae 100644
--- a/docs/
+++ b/docs/
@@ -56,3 +56,11 @@ it change the value of `SDL_VIDEO_VULKAN` to 0 in `SDL_config_windows.h`. You
 must install the [Vulkan SDK]( in order to
 use Vulkan graphics in your application.
+## Transparent Window Support
+SDL uses the Desktop Window Manager (DWM) to create transparent windows. DWM is
+always enabled from Windows 8 and above. Windows 7 only enables DWM with Aero Glass
+However, it cannot be guaranteed to work on all hardware configurations (an example
+is hybrid GPU systems, such as NVIDIA Optimus laptops).