KNOWN_BUGS: IDN tests failing on Windows

Closes #3747
diff --git a/docs/KNOWN_BUGS b/docs/KNOWN_BUGS
index 5850f7f..88fe72a 100644
--- a/docs/KNOWN_BUGS
+++ b/docs/KNOWN_BUGS
@@ -55,6 +55,7 @@
  5.7 Visual Studio project gaps
  5.8 configure finding libs in wrong directory
  5.9 Utilize Requires.private directives in libcurl.pc
+ 5.10 IDN tests failing on Windows / MSYS2
 
  6. Authentication
  6.1 NTLM authentication and unicode
@@ -428,6 +429,13 @@
 
  https://github.com/curl/curl/issues/864
 
+5.10 IDN tests failing on Windows / MSYS2
+
+ It seems like MSYS2 does some UTF-8-to-something-else conversion for Windows
+ compatibility.
+
+ https://github.com/curl/curl/issues/3747
+
 6. Authentication
 
 6.1 NTLM authentication and unicode