MinGW install is a success, I can now build cross-compile code to Windows from ArchLinux and even test it via Wine, and I can install all dependencies such as Qt5, Boost, LLVM, rustc directly from AUR. It's pretty weird to see GCC generates ".dll" and ".exe" files...
@fulkrum@qoto.org Targets are i686-w64-mingw32 and x86_64-w64-mingw32, just like any other cross-compile sysroot,