You're getting confused with MinGW, which uses MSYS to build native Windows executables. They need MSYS (as a Cygwin-derived emulation layer) because tools like GCC or Bash expect the system to support POSIX APIs and have POSIX semantics-- for example, Windows has no equivalent to a POSIX fork() call. The code you're compiling under MinGW has no MSYS or Cygwin dependencies, but the compiler and tools themselves (gcc, bash, the linker, etc.) do.