You can use pacman -Sw yourPackage

they will be downloaded to /var/cache/pacman/pkg

use --cachedir if you want to download the package to another folder

and to install them from that folder use: pacman -U dir/yourPackage1 dir/yourPackage2

Answer from Badr Elmers on Stack Overflow
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MSYS2
msys2.org › docs › package-management
Package Management - MSYS2
The MSYS2 software distribution uses a port of pacman (known from Arch Linux) to manage (install, remove and update) binary packages and also to build those packages in the first place.
Getting Started
To provide easy installation of packages and a way to keep them updated it features a package management system called Pacman, which should be familiar to Arch Linux users. It brings many powerful features such as dependency resolution and simple complete system upgrades, as well as ...
Updating MSYS2
After you have installed MSYS2 via the installer or other means, you need to continue updating it with the built-in pacman tool. MSYS2 is a rolling release distribution and only supports full system upgrades, which means there are frequent minor and major updates to various packages and you ...
MSYS2 Installer
Software Distribution and Building Platform for Windows
Environments
Software Distribution and Building Platform for Windows
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MSYS2
packages.msys2.org › packages › pacman
Package: pacman - MSYS2 Packages
A library-based package manager with dependency support (MSYS2 port) Group(s): - Repo: msys · Homepage: https://www.archlinux.org/pacman/ Repository: https://github.com/msys2/msys2-pacman · License(s): GPL-2.0-or-later · Version: 6.1.0-29 · External: Anitya · pacman · Arch Linux · 7.1.0.r9.g54d9411 · Repology · pacman · Installation: pacman -S pacman 📋 ·
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MSYS2
umarcor.github.io › msys2.github.io › wiki › MSYS2-installation
MSYS2-Installation - MSYS2
For this reason, the safest procedure ... remaining packages by issuing: pacman -Suu · Installing new packages: pacman -S <package_names|package_groups> For example, pacman -S make gettext base-devel In this example...
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MSYS2
packages.msys2.org › packages
Packages - MSYS2 Packages
Pending Updates · Repo Updates · Outdated Packages · Repos · Base Packages · Packages · Base Groups · Groups · Security · Search
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Mrtrix
mrtrix.org › download › windows-msys2
Windows pre-compiled MSYS2 install
If necessary, this can also be done by downloading the package directly from the latest release page on the MRtrix3 GitHub repository (the relevant file should be called mingw-w64-x86_64-mrtrix3-X.Y.Z-n-x86_64.pkg.tar.xz), and installing it using the pacman -U command (see links above for ...
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EPICS Documentation
docs.epics-controls.org › en › latest › getting-started › installation-windows-msys2.html
Installation using MSYS2/MinGW — EPICS Documentation
If you want to cut down the needed ... gcc and gcc-libs. If you are not sure, check your set of tools is complete and everything is installed properly: $ pacman -Q ......
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Git for Windows
gitforwindows.org › package-management.html
Git for Windows' package management
This can be achieved by switching to the subdirectory of /usr/src/MINGW-packages or /usr/src/MSYS2-packages, respectively, corresponding to the package you want to build, ensure that the src/ directory is populated (and call makepkg-mingw --nobuild -s or makepkg --nobuild -s otherwise), then patch the source code in the src/ subdirectory and after that call ... The makepkg script is part of the pacman package itself.
Find elsewhere
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MSYS2 Packages
packages.msys2.org › base › pacman
Base Package: pacman - MSYS2 Packages
A library-based package manager with dependency support (MSYS2 port) Base Group(s): - Homepage: https://www.archlinux.org/pacman/ Repository: https://github.com/msys2/msys2-pacman · License(s): GPL-2.0-or-later · Version: 6.1.0-29 · External: Anitya · pacman · Arch Linux ·
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GitHub
gist.github.com › FeodorFitsner › a7a5fdf8f3160a8f286ad2231aadadfc
Installing MSYS2 · GitHub
Installing MSYS2 · Raw · installing-msys2.ps1 · This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters. Learn more about bidirectional Unicode characters ·