On Debian and derivatives, the package you’re looking for is gcc-arm-none-eabi:

apt install gcc-arm-none-eabi

To find this out yourself in future, install apt-file, update your indexes and use it to search for commands:

apt install apt-file
apt-file update
apt-file search bin/arm-none-eabi-gcc

You can install arm-none-eabi-gcc on MSYS2 using its package manager. Start MSYS2 using mingw64.exe (or the equivalent shortcut) and then install the toolchain by running:

pacman -S mingw-w64-x86_64-arm-none-eabi-gcc

Now arm-none-eabi-gcc should be on your PATH without any additional work.

In case anyone ever comes across this, the way I eventually got it working was to type these script lines into the Windows command-line:

CopyStep 1: Compile your c-file
arm-none-eabi-gcc -o (object file name 1) -c (c file name)

Step 2: Assemble your ARM file
arm-none-eabi-gcc -o (object file name 2) -c (ARM file name)

Step 3: Link files and create executable
arm-none-eabi-gcc -o (executable file name) (object file name 1) (object 
file name 2) -T armulator-ram-hosted.ld

Step 4: Run the files
arm-none-eabi-run (executable file name)

You could check this PreBuilt GNU Toolchain for building natively on Win10. Otherwise you could also setup a WSL environment in your win10, then you would also be able use any linux toolchains.