I recently downloaded MinGW-5.1.6.exe and downloaded and installed it.  I avoided Ada and Java components. After installing I noticed the tar files of components were still on my computer.  One of the tar files was named gdb-7.0.1-mingw32-bin.tar.gz.  Looking in the bin directory of my MinGW installation directory there was no gdb.exe.

Why is the component tar file downloaded but not installed?