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Aug 30, 2014 · MinGW-w64 only provides their source code, but no binaries to "just use" the compiler. MinGW-builds is a somewhat separate project to provide binaries in the most useful configurations. To get a specialized build of MinGW-w64, manual compiling is still possible.
For mingw, you want to download and install MSYS2. Using the builtin terminal, search for gcc pacman -Ss gcc. You can install gcc for "mingw32", "mingw64", or "ucrt64"; I always use "ucrt64" pacman -S ucrt64/mingw-w64-ucrt-x86_64-gcc.
The only advantage is that you get a statically-linked CRT — versus linking against an old msvcrt.dll per Mingw-w64 — though historically Microsoft's UCRT has been kind of buggy, and those bugs then get baked into your binaries.
Mingw-w64 can be run natively on Microsoft Windows, cross-hosted on Linux (or other Unix), or "cross-native" on MSYS2 or Cygwin. Mingw-w64 can generate 32-bit and 64-bit executables for x86 under the target names i686-w64-mingw32 and x86_64-w64-mingw32 .
What is the difference between installing CMake through cmake.org vs. MSYS2? If you take a look at the PKGBUILD file for mingw-w64-cmake base package, you'll see that it applies some patches that make sense for MinGW. Most notably, it makes Ninja the default build generator instead of Visual Studio.
Oct 18, 2017 · GCC build by mingw-builds and MSYS2 are build with different configurations, and bundled with different reversion of MinGW-w64 headers/libs. One difference: mingw-builds prefer to static link GCC self's dependecy libs (zlib, gmp, mpfr, mpc, isl, ...), while MSYS2 prefer to dynamic link them.
Standalone MinGW-w64+GCC builds for Windows, built from scratch (including all dependencies) natively on Windows for Windows. Downloads are archive files (.zip or .7z). No installation is required, just extract the archive and start using the programs in mingw32\bin or mingw64\bin.