- Download a `mingw` compiler with the WIN32 thread model [here](http://sourceforge.net/projects/mingw-w64/files/Toolchains%20targetting%20Win32/Personal%20Builds/mingw-builds/4.9.2/threads-win32/sjlj/i686-4.9.2-release-win32-sjlj-rt_v3-rev0.7z/download). `msys2` does not have `mingw` builds with win32 threads,
so we have to install another compiler.
- Unzip the compiler, and copy all folders in `C:\msys32\opt`
- Exit the `msys2` shell, and run `C:\msys32\autorebase.bat` (double clicking
works).
- Open an `msys2` shell and follow the build instructions.