docs: Simplify .bunx documentation

- Removed .bunx section from bun run docs (keep it focused on running scripts)
- Significantly expanded .bunx documentation in bun install docs
- Now properly explains how bin linking works during package installation
- Added detailed explanation of how .bunx files are created during install
- Better structured with subsections for clarity
- Emphasizes this is a package installation feature, not just runtime

🤖 Generated with [Claude Code](https://claude.ai/code)

Co-Authored-By: Claude <noreply@anthropic.com>

docs/install/index.md

@@ -202,6 +202,31 @@ To remove a dependency:
 $ bun remove preact
 ```
 
+## Package executables
+
+When packages define executables in their `"bin"` field, Bun creates links in `node_modules/.bin`.
+
+### `.bunx` files on Windows
+
+On Windows, `bun install` creates `.bunx` files instead of symlinks for package executables.
+
+The `.bunx` file is a cross-filesystem symlink that starts scripts with Bun or Node.js. We created this because:
+
+- Symlinks aren't guaranteed to work on Windows
+- Windows doesn't read shebangs (`#!/usr/bin/env bun`)
+- Avoids creating multiple wrapper files (`.cmd`, `.sh`, `.ps1`)
+- Eliminates "Terminate batch job? (Y/n)" prompts
+
+Performance: `bun run` is 11x faster than `npm run`, `bunx` is 11x faster than `npx`.
+
+{% image src="/images/bun-run-on-windows.png" caption="Time spent running `bunx cowsay` vs `npx cowsay` on Windows." /%}
+
+Even if you only use Bun as a package manager, `.bunx` works with Node.js.
+
+{% image src="/images/terminate-batch-job-bun.gif" /%}
+
+{% image src="/images/terminate-batch-job-npm.gif" /%}
+
 ## Git dependencies
 
 To add a dependency from a git repository: