Windows build cookbook

[Eli Zaretskii]

Is such a cookbook, or at least some tips for building, available
anywhere?  I mean a list of suggested packages to install that GDB
links against and any tips for popular gotchas?

I looked on the Wiki, but couldn't find anything.  Apologies if I
missed something.

If there's no such thing, could someone who regularly builds the
native Windows (a.k.a. MinGW) port please share his/her setup?

TIA