I had trouble getting through errors for missing SDL DLL's and an FFI.H file while installing sketch with quicklisp. Posting my solution for this Windows 10 specific trouble, maybe there are other solutions too.
I ended up using Chocolatey and Cmder for my mingw64 environment.
After the initially trick setup, MSYS2 is an amazingly clean build environment. I have switched over to this method and avoided the messy approach of copying dll's all over the place:
choco install cmdermini
instead of full cmder. This will ensure that there no conflicts with executable bash commands. The regular CMDER installs git for windows and additional stuff that will conflict with MSYS exectuables.
Update Path to include:
Make a task for msys2 in conemu settings. This is the way I settled on it, there are lots of ways to do this right and more ways to mess things up:
set CHERE_INVOKING=1 & set MSYSTEM=MINGW64 & set MSYS2_PATH_TYPE=inherit & C:\tools\msys64\usr\bin\sh.exe --login -i -new_console:d:"C:\":C:"C:\tools\msys64\msys2.ico"
The MSYS2_PATH_TYPE=inherit
is the critical piece here that allows MSYS2 to access all the executables in the system PATH. This can cause issues though if you've installed duplicate programs via pacman and from somewhere else like chocolatey. I uninstalled all bash/gnu/unix windows programs and commands and now only use what I install from MSYS2.
pacboy -S emacs:x toolchain:x SDL2:x SDL2_gfx:x SDL2_image:x SDL2_ttf:x libffi:x
Go through all of this aside from the ZSH stuff, use what you like. Good stuff here:https://medium.com/@borekb/zsh-via-msys2-on-windows-3964a943b1ce