The simplified instructions to build gnubg on windows are below. I just ran through them and it took me 15 minutes to get a build working from scratch.
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Install MSYS2
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Download and install the latest version of MSYS2 from
https://www.msys2.org/ e.g. msys2-x86_64-20210725.exe.
Start a MSYS2 terminal with mingw 32-bit (not 64bit!) and type the commands below that are marked with a '$'.
Get the required packages
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$ pacman -Syu
If anything is installed, close the terminal and redo this step until everything is up to date (might be 2 or 3 times).
$ pacman -S automake autoconf libtool pkg-config flex bison make cvs mingw-w64-i686-toolchain mingw-w64-i686-gtk2 mingw-w64-i686-gtkglext
Just hit enter on any prompts to install everything.
Check out the latest code
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$ cvs -z3 -d:pserver:anonymous@cvs.savannah.gnu.org:/sources/gnubg co gnubg
Build the code
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$ cd gnubg
$ ./autogen.sh && ./configure
$ make && make install
Run gnubg
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$ gnubg
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