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.
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.
For more details about installing MSYS2 check out Install gcc compiler on Windows with MSYS2 for C/C++.