Compiler: MinGW-W64 GCC-8.1.0 (x86_64-posix-seh)
Missing library: graphics.h
It seems like this library was not installed by default. If such case is true, where can I get it?
As a side note, I am not interested in installing a full IDE like Visual Studio just to use this one library.
After looking into this for 5 minutes, I think you will need to install either sdl-bgi or WinBGIm. Since MSYS2 doesn't seem to have packages for these, you would need to compile those projects from source. This means you would need to figure out the correct set of configuration optiosn and possibly fix any build errors. If you do succeed in doing that, you might consider contributing your work as an MSYS2 package so others can benefit from it ( https://github.com/Alexpux/MINGW-packages ).