Under MSYS

This is about the version which comes from http://www.mingw.org/. As this version is not able to compile for x86-64, and seems not support Unicode, it is no more supported by the Epeios project, to the benefit of the version available in Cygwin (see below).

To create a shortcut in the taskbar :

Find the batch file which launches MSYS (should be C:\MinGW\msys\1.0\msys.bat),
create a shortcut,
edit the shortcut properties,
add cmd /c before the content of the Target : field (this should give cmd /C C:\MinGW\msys\1.0\msys.bat),
drag the shortcut to the taskbar.

Take a look on C:\MinGW\msys\1.0\msys.ico for a better icon.

Under Cygwin

Install :

mingw64-i686-gcc-g++ for IA-32 natives programs,
mingw64-x86_64-gcc-g++ for x86_64 natives programs,