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MSYS2

Install MSYS2

Download from https://www.msys2.org/

Install and then run

    $ pacman -Syu

Restart the "base system" (MSYS) from menu, and finish updating

    $ pacman -Su

Install mingw64 system

    $ pacman -S --needed base-devel mingw-w64-x86_64-toolchain

Now start mingw64 system from menu.

Structure

MSYS's root file system is under C:/msys64/

Base stuff under /usr, mingw64 stuff under /mingw42.

Also /mingw32, /ucrt64, /clangXXX.

The different environments share the base system, but have different compilers, runtimes etc on top.