If you are still trying to get MinGW setup and working on Windows, you can look at
https://github.com/BitcoinUnlimited/BitcoinUnlimited/pull/85 It's basically a set of batch scripts which automate the steps described in build-windows-mingw.md as much as possible for setting up the development environment on Windows, including all dependencies. There are a couple of manual steps you have to do once, but after that it's fully automated to setup the environment and to build the source. It's still marked as WIP because I need to update the documentation (and some of the dependency versions should be updated) but it's basically done and working once you understand how to set up the configuration file. I just need to update the documentation for it to be "finished". It would be great for someone else developing on Windows to test it out, I've run it successfully on several Windows 10 machines from scratch, but I haven't tested any other versions.
I've been using it for building while using VS2015 for code editing/navigation.
Quick Guide:
1. Download and install the MinGW-64 base (
http://sourceforge.net/projects/mingw/files/Installer/mingw-get-setup.exe/download)
2. Download and install 7zip (doesn't matter if it is 32 or 64 bit)
3. Download your favorite git client (I use GitHub Desktop, it's fairly minimalist, but I do most work from the commandline anyway).
4. Clone source code.
5. Copy the 8 files from PR85 and place them under .\BitcoinUnlimited\build-aux\mingw\*
6. Edit SET_ENV_VAR.bat to match your system configuration. At a minimum you need to set
6.a. MINGW_ROOT - the path you installed the mingw base
6.b. CMD_7ZIP - the path you installed 7-zip
6.c. PATH_DEPS - the location to which all dependencies will be downloaded and compiled. NOTE: Make sure this is a path you have write access to w/o admin permissions.
6.d. BITCOIN_GIT_ROOT - only need to modify this if you didn't place the PR85 files in the specified path.
6.e. BUILD_32_BIT and/or BUILD_64_BIT - just need to uncomment whichever mode you want to build, you can do one or both at the same time. I have set up the scripts such that final build outputs will move to an output location for x86 and x64 so you can have both.
6.f. MAKE_CORES - recommend you set this to the number of cores your PC has, the value should be in the form "-jN" where N is the number of cores.
7. First-time setup, double-click on config-mingw.bat, give it time to complete.
8. Build just bitcoin (not the dependencies), double-click on rebuild-bitcoin.bat