MSYS, (an acronym for "Minimal SYStem"), is a command line environment based on bash, (the GNU Bourne Again Shell). This is complemented by a small collection of GNU utilities such as make, gawk, grep and sed, carefully selected to facilitate building of applications and programs which depend on traditionally UNIX tools.

MinGW ("Minimalistic GNU for Windows") is a collection of freely available and freely distributable Windows specific header files and import libraries combined with GNU toolsets that allow one to produce native Windows programs that do not rely on any 3rd-party C runtime DLLs.

About Cygwin

The Cygwin project was started in 1995 by Steve Chamberlain to allow GNU tools to be used on Windows.

MinGW ("Minimalistic GNU for Windows") is a collection of freely available and freely distributable Windows specific header files and import libraries combined with GNU toolsets that allow one to produce native Windows programs that do not rely on any 3rd-party C runtime DLLs.

An example would be building a library that uses the autotools build system. Users will typically run "./configure" then "make" to build it. The configure shell script requires a shell script interpreter which is not present on Windows systems, but provided by MSYS.