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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.
Some software only supports MSVC on Windows (e.g. CPython, including native modules) so you may have to use it. 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 running mingw-w64 tools in one of MSYS2's terminal emulators vs. running them in, for instance, a Powershell or CMD window? MSYS2's subsystem launchers set some environment variables and then start a terminal with a proper shell.
Mingw-w64 is an advancement of the original mingw.org project, created to support the GCC compiler on Windows systems. It has forked it in 2007 in order to provide support for 64 bits and new APIs.
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.