Скачать или смотреть How to Install MSYS2 with MinGW-w64

Download and run the installer from https://msys2.github.io/

Run the MSYS2 shell after the installation and update the core with the command:
update-core

If update-core performed any updates, you must restart the MSYS2 shell, so close it and open it again by running msys2_shell.bat (or mingw64_shell.bat if you plan to install and test the MinGW-w64 packages) from the installation folder.

Update all of the installed packages by running the command:
pacman -Su

Install the compiler tools by running the command:
pacman --needed -S git mingw-w64-x86_64-gcc base-devel

Test your installation with the commands:
git --version
make --version
gcc --version