You mean you need Python at all? Or why MinGW shell not, say, cmd.exe or the one bundled together?
2012/10/23 Kraus Philipp <firstname.lastname@example.org>
I need a Python interpreter on the MinGW shell, how I can setup a interpreter? Should I need to install the normal Windows Python interpreter?
There shouldn't be any special steps to use Python under MSYS per se, the configuration mentioned above is regardless of using MSYS or another shell. You should be able, however, to deal with specific issues as MSYS is not designed itself as a general purpose command line, but as support for the MinGW compilers. For example, I'm having a problem with the TZ environment variable which must not be set for Python otherwise it reports local time incorrectly. In practice, there shouldn't be any severe issues.