To install the MinGW-w64 toolchain

https://www.msys2.org/

MSYS2

 

1. Open MSYS2 shell from start menu

2. Run ... to update the package database

$ pacman -Sy pacman

3. Re-open the shell, run ... to update the package database and core system packages

$ pacman -Syu

4. Re-open the shell, run ... to update the rest

$ pacman -Su

5. Install compiler:

$ pacman -S mingw-w64-x86_64-toolchain

6. Select which package to install, default is all

7. You may also need make, run ...

$ pacman -S make

8. cmake

$ pacman -S mingw-w64-x86_64-cmake