Thanks for your interest and cool avatar. Maybe you should use the force and sai cha on those spammers. I also game on Windows but prefer the GNU tools. I just realized I could use Visual Studio to develop and build Inkscape (thanks to CMake), which will be much more convenient and make iteration faster (no more copying EXEs from VirtualBox). But I don't think Inkscape can compile with the Microsoft compiler.
Here's a summary of how to build a cross compiler:
1. copy the minimum set of target platform (MinGW) header files and C runtime libraries to where you want to install the cross compiler I install to /opt/gcc6.3, so the target files go in /opt/gcc6.3/x86_64-w64-mingw32
Optionally, you can copy all the headers and libraries (for target platform) not needed for building GCC at this time also. You can get those from the MSYS 2 packages.
2. build and install cross binutils that targets MinGW 3. build and install GCC
I have a script that automates #2 and #3.
For #1, you could install MSYS 2 on Windows, then copy the entire x86_64-w64-mingw32 directory to the cross compiler. Or write a script that extracts the MSYS 2 packages.
Currently, I don't use the MSYS 2 packages. I painstakingly built all the necessary packages from source.
Let me give it a test using MSYS 2 packages and reply with detailed instructions.
-Yale