It appears someone has done some work on it. See http://sourceforge.net/projects/mingw-w64/files/Toolchains%2...
I gave it a very quick look however got missing DLL messages (pthreadGC2) when trying to compile. I don't have the time to look into it today, hopefully over the Christmas break I will be able to get it working. If I do I will look at how sensible it is to maintain a similar Windows build. A standard Windows build available as an archive or an installer would be great.
EDIT: The error messages look like they may be related to Cygwin although I could be totally wrong on that, it is just the readme mentions Cygwin but nothing else :)