title: How to install MinGW-w64 and MSYS2?
body: <p>I am trying to build some open source library. I need package management system to easily download the dependencies. At first I am using <code>MinGW+MSYS</code>. But the included packages are limited. Someone told me to use <code>MinGW-w64 + MSYS2</code>.</p>
  
  <p>I downloaded the <code>mingw-w64-install</code> from <a href="http://mingw-w64.yaxm.org/doku.php/download">here</a>. When running, it reports the following error. How to fix it?</p>
  
  <p><img src="https://i.stack.imgur.com/F0IoK.png" alt="enter image description here"></p>
  
  <p>And btw, from the <code>MinGW-w64</code> download page, I see a lot of download links. Even Cygwin is listed. How <code>Cygwin</code> and <code>MinGW-w64</code> are related?</p>
  
  <p><img src="https://i.stack.imgur.com/uzlMg.png" alt="enter image description here"></p>
  
  <p>My current understanding is, in the time of <code>MinGW+MSYS</code>, MSYS is just a nice addon to MinGW, while in <code>MinGW-w64 + MSYS2</code>, MSYS2 is standalone and MinGW-w64 is just a set of libraries it can work with. Just like Cygwin can download many different packges.</p>