Run the installer. When asked Install Options, choose Do not add CMake to system PATH. This is to avoid any conflict, if for some reason, there is already exist CMake folder in you Windows Path.
When completed, run the MinGW Installation Manager
In the package, select both mingw32-base-bin and mingw32-gcc-g++-bin
On the top left corner of MinGW Installation Manager, select Installation and Apply Changes.
Once completed, we can exit the MinGW Installation Manager.
(Windows) Adding directory to Path
Go to Start and search for Environment Variables. Click to open.
Under User variables for <UserName>, click on Path and select Edit.
Click on New, Browse and locate CMake\bin and MinGW\bin. If you didn't install it in different location, by default it should be C:\Program Files\CMake\bin and C:\MinGW\bin.
Select OK and exit.
To verify MinGW, Open Command Prompt, and type g++ --version. It should print the version of MinGW that you've downloaded.