Instructions are modified from emacs-w64 Wiki page by zklhp. Many thanks for sharing!
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Download the latest MSYS2 from this download page.
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Install MSYS2 to, for example,
C:\msys2
(make sure no space in path to avoid unwanted problems). -
Optionally prettify the MSYS2 console
mintty
with~/.minttyrc
to make it more pleasing to eyes. Thanks to this awesome theme!