Here are some issues that I met.

### MinGW installation
* Install things in default (gcc and dev-tools are required)
* Go to mingw's bin directory, rename `mingw32-make.exe` with `make.exe`
* In path configuration, add mingw's binary path to PATH

### 7Z installation
7Z is used as extractor for rpm files.
* Download command line tool from website and install it
* Put the directory where you installed in PATH environment

### Undefined reference to `_imp__PyArg_ParseTuple' when compiling C extensions
That's probably your mingw and python version are not consistant. For example, your python is 64-bit while mingw is 32-bit.
* Reinstall mingw with correct version with correct setup
* Copy your_python_directory/libs/pythonxx.dll (xx is your python version) to any other place (Desktop is fine).
* Open cmd and go to that place, input (replace 36 with your python version)
```
gendef python36.dll
dlltool -D python36.dll -d python36.def -l libpython36.a
```
* After that you'll find a libpython36.a lib file, put that into your_python_directory/libs/