Download web installer from here: http://sourceforge.net/projects/mingw-w64/files/Toolchains%20targetting%20Win32/Personal%20Builds/mingw-builds/installer/mingw-w64-install.exe/download

I've made Quasi-MSYS2, which helps download MSYS2 packages on Linux.

sudo apt install make wget tar zstd gpg

git clone https://github.com/HolyBlackCat/quasi-msys2
cd quasi-msys2/
make install _gtk4   # equivalent to `make install mingw-w64-x86_64-gtk4`

This downloads GTK4 to the current directory (./root/mingw64/) for you to use.

But there's a problem: MinGW comes in different flavors, and the flavors provided by MSYS2 may or may not be compatible with the flavor provided by Ubuntu.

The recommended build method doesn't depend on external MinGW. Instead I suggest using Clang, which can work with any MinGW flavor, if provided the right libraries (which we download from MSYS2).

sudo apt install wine   # Optional.

# Install latest Clang
wget https://apt.llvm.org/llvm.sh
chmod +x llvm.sh
sudo ./llvm.sh
rm llvm.sh

# Install more packages
make install _gcc _gdb    # We won't be using GCC, but we need libraries that come with it.

# Opens a new shell with the right environment variables configured.
env/shell.sh

Then, testing on Hello World from here:

# Notice `pkg-config` picking up the correct libraries.
win-clang++ hello_world.cpp `pkg-config --cflags --libs gtk4`
# This opens the app in Wine:
./a.exe

mingw-w64 is an open source project and the developers provide source code only. If you're looking for Windows binaries then you need to download them from a third party who builds the source.

There are a few configurable options when building the source (such as threading backend and exception-handling backend) so you will see some differences amongst these builds. Here are some options:

• https://stackoverflow.com/questions/30069830/how-to-install-mingw-w64-and-msys2 -- this is the easiest way for installation with ongoing upgradability and support packages. Note that once it is installed you do not need to invoke msys2 to use the compiler , it is possible to just use msys2 for the package manager.
• https://stackoverflow.com/questions/38335424/how-to-use-mingw-64-with-qt-creator
• https://stackoverflow.com/questions/36972968/how-can-use-mingw-w64-and-msys2-with-any-ide-like-eclipse-or-codeblocks
• Official site . If you go here and follow the "mingw64-builds" link then here are some more relevant posts:
  • https://stackoverflow.com/questions/29947302/meaning-of-options-in-mingw-w64-installer
  • https://stackoverflow.com/questions/60210917/how-to-install-minwg64-non-of-the-approaches-work
• nuwen. This is actually mingw-w64 although the guy calls it "mingw" .
• TDM-GCC
• Equation - includes OpenMP