DISCLAIMER: Don't hold me accountable for any bad advice or incorrect information provided here. Use this information at your own risk. I was barely able to hack it together myself and there are still a few details I am not 100% clear on.
There are a variety of toolchains you can install on Windows for compiling C and C++ applications. Microsoft provides Visual Studio Community for free, and is a great IDE and toolchain. If you are developing exclusively for Windows, that is the tool I would recommend. For those who need or prefer the cross-platform GNU toolchain, you can install it using MSYS2. We will cover how to install gcc using MSYS2.
Another option for using gcc in Windows is to download Code::Blocks. They provide binary releases that come with the Mingw toolchain. For example, http://www.codeblocks.org/downloads/.
Qt Creator is another free IDE that optionally comes with the mingw toolchain. Check out https://www.qt.io/download and https://www.qt.io/qt-features-libraries-apis-tools-and-ide/ for more information.
If you do not need to target Windows specifically, but you are just looking to learn and play with the GNU toolchain and you have a windows machine, I recommend installing Ubuntu or Suse on Windows through the Microsoft Store. This will provide a Linux environment in Windows for you to work with. Alternatively you could install a distribution like Ubuntu inside a VirtualBox or VMWare Player virtual machine.
Installing and running MSYS2
Download MSYS2 from http://www.msys2.org/. Download the .exe file and follow the installation instructions on the site. After installing, navigate to the directory where it was installed, and run msys2.exe. For this tutorial, we will assume the default location of C:\msys64. After opening it you should find yourself in a bash shell.
MSYS2 uses the pacman package manager that the Arch Linux distribution uses. After your initial install it is a good idea to update all the packages. Update everything using:
Installing gcc using MSYS2
In the MSYS2 bash shell, use pacman again to install the build toolchain and compilers. Run the command below to install the mingw-w64-x86_64-toolchain package group.
# Install make, autoconf, etc to C:\msys64\usr\bin
pacman -S base-devel gcc vim cmake
Note that vim and cmake are optional, but handy to have. Here is the list of packages that are installed with the above. After installing those packages, you will have gcc and the other tools available to be used while in the MSYS2 shell. If you want to use them in the command prompt or otherwise outside of the MSYS2 shell, they are available in the C:\msys64\usr\bin directory.
# pacman -S base-devel
1) asciidoc 2) autoconf 3) autoconf2.13 4) autogen 5) automake-wrapper
6) automake1.10 7) automake1.11 8) automake1.12 9) automake1.13
10) automake1.14 11) automake1.15 12) automake1.16 13) automake1.6
14) automake1.7 15) automake1.8 16) automake1.9 17) bison 18) diffstat
19) diffutils 20) dos2unix 21) file 22) flex 23) gawk 24) gdb
25) gettext 26) gettext-devel 27) gperf 28) grep 29) groff 30) help2man
31) intltool 32) lemon 33) libtool 34) libunrar 35) libunrar-devel
36) m4 37) make 38) man-db 39) pacman 40) pactoys-git 41) patch
42) patchutils 43) perl 44) pkg-config 45) pkgfile 46) quilt 47) rcs
48) scons 49) sed 50) swig 51) texinfo 52) texinfo-tex 53) ttyrec
# pacman -S gcc
binutils-2.30-1 isl-0.19-1 mpc-1.1.0-1
After installing the above the .exe files will be available in C:\msys64\usr\bin. Some of the executables that will be available are: awk, base64, curl, dd, diff, dos2unix, file, gcc, gdb, gpg, grep, gzip, head, hexdump, hostname, ld, ldd, ls, make, man, md5sum, merge, mkdir, more, mv, objdump, openssl, perl, python2, python2.7, readelf, rm, rmdir, sed, sha1sum, sha256sum, sha512sum, sort, split, stat, tail, tee, telnet, uniq, uname, vim, wget, which, whoami, yes.
There are many other executables in the C:\msys64\usr\bin directory. Keep this in mind when making the decision to add the bin directory to your Windows PATH environment variable.
Installing other packages with pacman
If you want to compile an SSL program that links to libssl and libcrypto with -lssl -lcrypto you will need to install openssl-devel as shown below. There are many other devel packages. For example, libbz2-devel, libelf-devel, libunrar-devel, and libyaml-devel. The environment is rather limited, but it can be useful for learning.
# Install all *-devel packages
pacman -S development
Packages included in "development" group:
:: There are 78 members in group development:
:: Repository msys
1) apr-devel 2) apr-util-devel 3) aspell-devel 4) bash-devel 5) cloog-devel
6) gamin-devel 7) gettext-devel 8) glib2-devel 9) gmp-devel 10) heimdal-devel
11) icu-devel 12) isl-devel 13) jansson-devel 14) jsoncpp-devel 15) libarchive-devel
16) libargp-devel 17) libassuan-devel 18) libatomic_ops-devel 19) libbobcat-devel
20) libbz2-devel 21) libcares-devel 22) libcrypt-devel 23) libcurl-devel 24) libdb-devel
25) libedit-devel 26) libelf-devel 27) libevent-devel 28) libexpat-devel 29) libffi-devel
30) libgc-devel 31) libgcrypt-devel 32) libgdbm-devel 33) libgnutls-devel
34) libgpg-error-devel 35) libgpgme-devel 36) libgpgme-python2 37) libgpgme-python3
38) libguile-devel 39) libiconv-devel 40) libidn-devel 41) libidn2-devel 42) libksba-devel
43) liblz4-devel 44) liblzma-devel 45) liblzo2-devel 46) libmetalink-devel
47) libneon-devel 48) libnettle-devel 49) libnghttp2-devel 50) libnpth-devel
51) libp11-kit-devel 52) libpipeline-devel 53) libpsl-devel 54) libreadline-devel
55) librhash-devel 56) libsasl-devel 57) libserf-devel 58) libsqlite-devel
59) libssh2-devel 60) libtasn1-devel 61) libtirpc-devel 62) libtre-devel-git
63) libunistring-devel 64) libuv-devel 65) libxml2-devel 66) libxslt-devel
67) libyaml-devel 68) mpc-devel 69) mpfr-devel 70) ncurses-devel 71) openssl-devel
72) pcre-devel 73) pcre2-devel 74) protobuf-devel 75) ucl-devel 76) util-macros
77) xproto 78) zlib-devel
You also have a ton of other packages available via the pacman package manager. View the full list of options at https://github.com/msys2/msys2/wiki/Packages, or use the command below to search
# Search pacman for a package (cmake)
pacman -Ss cmake
# msys/cmake 3.12.2-1
# A cross-platform open-source make system
# Install with
pacman -S cmake
pacman -S clang
pacman -S vim
# Search for gcc (notice the msys/, mingw32/, and mingw64/ prefixes)
pacman -Ss gcc
Packages prefixed with msys/ will be installed to the C:\msys64\usr\ environment. Some packages are prefixed with mingw64. Those are installed to C:\msys64\mingw64\ environment.
Optional: Add executables to your Windows PATH
If you want to access everything from your Windows Command Prompt, then add the bin directory to your Windows PATH environment variable. Keep in mind this adds a lot of executables to your path which might conflict with other applications. The usr\bin\ directory contains the whole slew of executables listed above. There is a lot of unnecessary stuff in that directory. mingw64\bin\ directory has a sma
Header files and libraries
Libraries and include files can be found in two places.
# The dynamic lib runtime .dll files will be in bin dirs
# Add the bin directory to PATH environment variable so it can find the .dll files
# Static libraries
# Header files
A note about msys vs mingw64 repos
Some things are only available in the msys/ repo like vim and git, and will only be available in \usr\bin\. Some things like gcc are available in msys\, mingw32\, and mingw64\ repos and can potentially end up being installed in both \usr\bin\ and \mingw64\bin\. This is where you have to be careful about how you set up your PATH environment variable. If you add \usr\bin\ in order to make vim or git available, you will also add everything in that directory, which may conflict with something if you also add the \mingw64\bin\ directory to your path. If you only want the toolchain without as much extra stuff, use the mingw64 packages. Then you can add only the \mingw64\bin directory to your PATH if desired. The mingw64 repository generally has more libraries available for install that are unavailable in the general msys repo (e.g. SDL, exif, freeglut). The msys packages are intended to be used inside the msys shell, and the mingw packages are intended to be used outside of msys2.
# Install gcc in C:\msys64\mingw64\bin\ directory
# To go with C:\msys64\mingw64\include and C:\msys64\mingw64\lib
pacman -S mingw-w64-x86_64-toolchain
For some tips on setting up Eclipse to work with this toolchain, check out tips for setting up Eclipse with MSYS2.