or just install msys2. Works just as well imo, and can more easily integrate other packages as well.
Great wiki about set up and use here: https://github.com/msys2/msys2/wiki
However in the current version of MSYS2 (after an update a few months ago) they suddenly seem to mix the different linux-like distributions and for me it's really hard to choose which shell to use and which package to install for that shell.