Windows have many atlernative: Cygwin, MSYS2, WSL and Native. We need
select one(less setup, more stable and community favor) to avoid the
user lose the focus. It will be great if the selected platform can
build and test on Linux/macOS/WIndows.
Regarding Windows, I think Native is the best for a 10-minute
quickstart, because it does not require installing a big
UNIX-compatibility layer? I don't know the details because I build on
Linux.

I would not recommend Windows Native unless you are willing to invest some significant amount of time (and in that case you would have my full support and I would also help).  But there are a couple of misconceptions:

As you know, most build system updates are made by Linux users that those have broken the Windows Native build.  There was a suggestion to remove the Windows Native build a couple of months back.  That was controversial so we actually voted:  Should we keep the broken Windows native build (assuming that someone will fix it someday)?  Or remove it all together?   The overwhelming overwhelming result was to keep it even in its broken state.

We did, however, mark the Windows native build configuration as EXPERIMENTAL so it cannot be selected accidentally.

A second misconception is that it requires installation of less software.  That is not true either.  While is does not not require a complete POSIX compatibility layer like Cygwin or MSYS2, it does require the availability of serveral POSIX tools.   In the native build those are provided through GNUWin32 which is a collection of (old) GNU tools that build natively on windows.  This provides us with GNU make and the other GNU utilities that run as plane Windows exe file with no special context or libraries.

However, from a user point of view, there is not so much difference.  GNUWin32 probably takes more time to install than MYSY2 (but a lot less than Cygwin).  The only real difference from the user point of view is that you have to use the COM.exe shell or PowerShell.  I prefer to use the COM.exe in the ConEMU terminal because ConEMU is more Linux-like.



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