Install MSYS2

1. Install MSYS2
   https://www.msys2.org/
1.1. Install Windows Terminal from MS Store
2. Update package
    pacman -Syu
3. Configure in Windows Terminal
    Open de json config and add:

    // This makes MINGW64 the default shell
"defaultProfile": "{17da3cac-b318-431e-8a3e-7fcdefe6d114}",
"profiles": {
  "list":
  [
    // ...
    {
      "guid": "{17da3cac-b318-431e-8a3e-7fcdefe6d114}",
      "name": "MINGW64 / MSYS2",
      "commandline": "C:/msys64/msys2_shell.cmd -defterm -here -no-start -mingw64",
      "startingDirectory": "C:/msys64/home/%USERNAME%",
      "icon": "C:/msys64/mingw64.ico",
      "fontFace": "Lucida Console",
      "fontSize": 9
    },
    {
      "guid": "{2d51fdc4-a03b-4efe-81bc-722b7f6f3820}",
      "name": "MINGW32 / MSYS2",
      "commandline": "C:/msys64/msys2_shell.cmd -defterm -here -no-start -mingw32",
      "startingDirectory": "C:/msys64/home/%USERNAME%",
      "icon": "C:/msys64/mingw32.ico",
      "fontFace": "Lucida Console",
      "fontSize": 9
    },
    {
      "guid": "{71160544-14d8-4194-af25-d05feeac7233}",
      "name": "MSYS / MSYS2",
      "commandline": "C:/msys64/msys2_shell.cmd -defterm -here -no-start -msys",
      "startingDirectory": "C:/msys64/home/%USERNAME%",
      "icon": "C:/msys64/msys2.ico",
      "fontFace": "Lucida Console",
      "fontSize": 9
    },
    // ...
  ]
}

Note in commandline use this:

C:/msys64/msys2_shell.cmd -defterm -here -no-start -msys -use-full-path

or

C:/msys64/usr/bin/env MSYSTEM=MSYS /usr/bin/bash

4. Fix the home directory

By default, msys will use /c/msys64/home as your home folder.
If you want to use your existing home folder, set a $HOME env variable under “Environment Variables > User variables”, add HOME -> %USERPROFILE%

Then edit /c/msys64/etc/nsswitch.conf to set db_home: /%H.

Also, SSH insists on using MSYS’ /home, but you can get around that by adding this line to /etc/fstab:

C:/Users /home ntfs binary,noacl,auto 1 1

5. Set Msys2 to inherit your Windows path variable

Uncomment, or set, MSYS2_PATH_TYPE=inherit in C:\msys64\msys2.ini.
If you use the mingw32 or mingw64 launchers, set this in their .ini files too.
For this to work, you have to launch the shell from C:\msys64\msys2.exe.

6. Install zsh and nano

pacman -S zsh
pacman -S nano

7. Install oh-my-zsh

sh -c "$(curl -fsSL https://raw.githubusercontent.com/ohmyzsh/ohmyzsh/master/tools/install.sh)"

8. Install fonts for theme

https://github.com/romkatv/powerlevel10k#meslo-nerd-font-patched-for-powerlevel10k

Setup in json.config

"font": {
            "face": "MesloLGS NF",
            "size": 12
        }

9. Theme-ing Oh-My-Zsh

git clone --depth=1 https://github.com/romkatv/powerlevel10k.git ${ZSH_CUSTOM:-$HOME/.oh-my-zsh/custom}/themes/powerlevel10k

Then, type nano ~/.zshrc. This opens nano, a text editor. Edit the line where it says, ZSH_THEME="robbyrussell" to ZSH_THEME="powerlevel10k/powerlevel10k".
Restart terminal

If wizard dont start, use the next commmand:
p10k configure

10. Oh-my-zsh plugins

Note that I’ve added two extra plugins (look for the plugins=... line), zsh-autosuggestions and zsh-autocomplete. You can copy this and paste this to nano editor while editing ~/.zshrc .
But you do need to install them. To do that, run:

git clone https://github.com/zsh-users/zsh-syntax-highlighting.git ${ZSH_CUSTOM:-~/.oh-my-zsh/custom}/plugins/zsh-syntax-highlighting
git clone https://github.com/zsh-users/zsh-autosuggestions ${ZSH_CUSTOM:-~/.oh-my-zsh/custom}/plugins/zsh-autosuggestions

11. Start zsh at begining

Open the json.config from Windows Terminal

"commandline": "C:/msys64/usr/bin/zsh.exe",

12. Transparency for terminal

"defaults":
        {
            "acrylicOpacity": 0.5,
            "useAcrylic": true
        },

13. Open Environment system variables, edit Path and add the next two:
- C:\msys64\mingw64\bin
- C:\msys64\usr\bin