MSYS2 provide a unix terminal environment for Windows. We will need this to run the build commands to create our SplashKit programs.
Download the correct version of MSYS (32bit or 64bit depending on your computer).
Run the installer and follow the installation wizard, with default values. (Do not install in a location with spaces in the path!)
Once you have completed these step, move on to the next step - installing SplashKit.
Return to the overview of the windows install.