When building libxayagame in Windows with MSYS2 MingGW 64-bit, the DLLs listed below are required.

In a file explorer, navigate to the folder with the dependencies.

C:\msys64\mingw64\bin

From there we must copy the following files into the same folder as your executable file.

1. libbrotlicommon.dll
2. libbrotlidec.dll
3. libcrypto-1_1-x64.dll
4. libcurl-4.dll
5. libffi-6.dll
6. libgcc_s_seh-1.dll
7. libgflags.dll
8. libgflags_nothreads.dll
9. libglog.dll
10. libgmp-10.dll
11. libgnutls-30.dll
12. libgtest.dll
13. libgtest_main.dll
14. libhogweed-4.dll
15. libiconv-2.dll
16. libidn2-0.dll
17. libintl-8.dll
18. libjsoncpp-20.dll
19. libjsonrpccpp-client.dll
20. libjsonrpccpp-common.dll
21. libjsonrpccpp-server.dll
22. libjsonrpccpp-stub.dll
23. liblmdb.dll
24. libmicrohttpd-12.dll
25. libnettle-6.dll
26. libnghttp2-14.dll
27. libp11-kit-0.dll
28. libprotobuf-lite.dll
29. libprotobuf.dll
30. libprotoc.dll
31. libpsl-5.dll
32. libsodium-23.dll
33. libsqlite3-0.dll
34. libssh2-1.dll
35. libssl-1_1-x64.dll
36. libstdc++-6.dll
37. libtasn1-6.dll
38. libunistring-2.dll
39. libwinpthread-1.dll
40. libzmq.dll
41. zlib1.dll

With those DLLs copied, all your dependencies are covered, and you can run your executable file.