I was writing C++ in Linux - gvim + aterm is my development environment of choice. I needed to turn my code into a Windows DLL, though, and the following webpage was really helpful.
I installed Cygwin in a Windows XP virtual machine, used Cygwin to install MinGW, modded my code and Makefile a bit based on the samples on that page, then ran “make windows” in that virtual machine. Everything built great and let me put my code into LabView on a computer which didn’t have Cygwin libraries. Job done. Thanks MinGW and Cygwin.