Please check the mingw-w64/w32 downloads page (External binary packages) for a copy of what you're looking for. If it's not there, read the readme included in the project's source code and if you need a configure script, read [MSYS]. This page contains a list of projects that need some special attention to use with mingw-w64/w32. This is not at all a bad thing, most things work (very well):
NOTE: these how-to's will assume you're using a native compiler. Those cross-compiling from Linux should have some starting knowledge about how to cross-compile stuff.
Wiki2: BuildingBoost
Wiki2: BuildingOpenSSL
Wiki2: BuildingQt
Wiki2: Home
Wiki2: MSYS
Wiki2: NCurses