MSYS2

Software Distribution and Building Platform for Windows

Understanding the two build environments: mingw32 and mingw64

The mingw32.exe shell will automatically target the 32-bit compiler. So, you'll simply have to launch ming32 in order to build any 32-bit executable.

The C:\dev\msys64\mingw32 folder is the base directory for all 32-bit software. It will be internally mapped by MSYS2 as /mingw32

The mingw64.exe shell will automatically target the 64-bit compiler. So, you'll simply have to launch ming64 in order to build any 64-bit executable.
The C:\dev\msys64\mingw64 folder is the base directory for all 64-bit software. It will be internally mapped by MSYS2 as /mingw64

In order to maintain a properly ordered filesystem layout, clearly separating 32-bit and 64-bit components we can't any longer adopt the classic /usr/local target as the standard destination where to install our custom builds.

/mingw32/local

this will be the directory where to install all 32-bit builds.

/mingw64/local

and this will be the directory where to install all 64-bit builds.

Installation

Download the installer: msys2-x86_64-20200720.exe

SHA256 checksum: ad6b58b355a852d9df7c6dc2722d0eca139042cf262ae7363e0a5e7dd2a6c5c9

Run the installer. MSYS2 requires 64-bit Windows 7 or newer.

Click "Next"

Enter Installation Folder (ASCII, no accents, spaces nor symlinks, short path)

Tick Run MSYS2 now

Update the package database and core system packages with:

pacman -Syu

If needed, close MSYS2, run it again from Start menu. Update the rest with:

pacman -Su

Now Pacman is fully committed to the Windows cause :)