RubyInstaller

If you're interested in the Ruby programming language, you can easily install all the necessary tools with RubyInstaller. It's a Ruby language execution environment for Windows users, which comes wrapped in an installer and portable edition, ready to help you write code in Ruby and deploy applications immediately.

In addition to the Ruby environment, the downloaded package includes a necessary set of RubyGems and extensions, making it possible to integrate the tool with MSYS2 installations.

Toward the end of setup, you can instruct the utility to run "ridk install" in order to install the MSYS2 and development toolchain. This is required for setting up gems with C extensions. Running the setup file again will remove RubyInstaller from your computer.

The app starts in a command-line window where you can choose which components you want to install from MSYS2 base installation, MSYS2  system update (optional), or MSYS2 and MINGW development toolchain. If you're not sure, just hit Enter and let the tool take care of the rest.

A Wikipedia page with frequently asked questions, notes for gem developers, maintenance and contribution details can be accessed online. For example, gem developers can consult information on DLL loading, MSYS2 library dependency, path separator, and shell escaping.