they are already compiled and they can be downloaded from here!
Once downloaded they will be located in the bin directory:

and then you will use it the same way you use it on linux by passing the same args.
Answer from Tono Nam on Stack OverflowIf you just want GCC there are many ports of MinGW (Minimalistic GNU for Windows) like MinGW-builds or TDM-GCC. Then you could install an IDE on top of those (or use the included compiler one version of the download includes!) like Code::Blocks.
x86_64-cygwin is a new platform, and requires a recent binutils snapshot in order to build. The Cygwin binutils source package includes the snapshot we're currently using plus the .cygport file and patchset used to build it. But the real question is why are you building binutils when it is already available?
» pip install binutils