I used to compile ffmpeg on a linux machine with MinGW, but now I'm able to compile on a windows machine, in my case Windows 10.

NOTE: For me it only worked for ffmpeg versions >= 3.0 and I tested using VS 2013 and 2015

Few steps but very important:

Download and install (except YASM):

• Visual Studio 2013 or 2015
• YASM
• MSYS2

Steps:

1. Install MSYS2 to a fixed folder (eg.: C:\Dev\msys64)
2. Run msys2.exe
3. Execute command "pacman -S make gcc diffutils" and press "Y" to install
4. Close msys2
5. Rename C:\Dev\msys64\usr\bin\link.exe to some other name (eg.: msys2_link.exe)
6. Copy and rename "yasm--win64.exe" to "C:\Dev\yasm.exe"
7. Add "C:\Dev" to environment variables PATH
8. Run VS2013/2015 x86 (for x86) or x64 for (x64) Command Prompt
9. Execute "C:\Dev\msys64\msys2_shell.cmd -msys -use-full-path"
10. On the msys2 window execute "which cl" and you should see the path of your VS
11. Execute "which link" and you should also see the path of your VS
12. Go to the ffmpeg source path (eg.: "cd /c/ffmpeg3.3")
13. Run ./configure and make

I use this configuration:

./configure \
    --toolchain=msvc \
    --arch=x86_64 \
    --enable-yasm \
    --enable-asm\
    --enable-shared \
    --enable-w32threads \
    --disable-programs \
    --disable-ffserver \
    --disable-doc \
    --disable-static \
    --prefix=/c/ffmpeg3.3/DLLS

NOTE2: If you used the last line --prefix=/c/ffmpeg3.3/DLLS, as a final step, run make install and the binaries will be copied to that path

Hope it helped.

Best of luck