It has taken me a while to write this up, but there are now
instructions and relevant support files for building gretl from the
git source on MS Windows (using MSYS2 and Mingw64) -- see
http://ricardo.ecn.wfu.edu/pub/gretl/winbuild/ , in particular
gretl-winbuild.pdf.
I made available some "build on Windows" information several years
ago, but it was all very ad hoc and quite quickly subject to
bit-rot. Hopefully this time will be different since the Windows
build uses the same "autotools" approach as the Linux build, and I'm
now using that same approach when cross-building the gretl package
for Windows. So things should stay up to date.
In the current iteration of the doc I haven't attempted to describe
how to create a redistributable gretl package on Windows, but that's
now quite feasible and I plan to document it before too long. In the
meantime I describe making an "own use" build of gretl.
Allin