Nowadays MSYS2, which does depend on cygwin under the hood, offers such a package manager (pacman of Arch Linux) and it is quite a user friendly to run native POSIX binaries on Windows without a linux VM.

In my personal experience, Msys 2 would work great until it didn't. Unless this has changed, from what I remember, Msys2 compiled everything without PIC/PIE, and Windows does allow you to configure, system-wide, whether ASLR is used, and whether it's used "if supported" or always. If that setting is set to anything but off, Msys2 binaries will randomly crash with heap allocation errors, or they do on my system. It happened so much to me when I had actual coreutils installed that I switched to uutils-coreutils even though I knew that uutils-coreutils has some discrepancies/issues. Idk if they've fixed that bug or not; I did ask them once why they didn't just allow full ASLR and get on with things and they claimed that they needed to do non-ASLR compilations for docker.

MSYS2 is my favorite in this area. Super lightweight and easy to use, highly recommend.

w64devkit it's fine too; with just a few PATH settings and SDL2 libraries I could even compile UXN and some small SDl2 bound emulators.

https://github.com/skeeto/w64devkit