MinimalistGnuForWindows (MinGW, http://www.mingw.org) is a GCC variant which is targeted at Windows - you can use it to build native Windows apps. TwilightDragon supply a more uptodate version of GCC which will work with its system.

Related to this is the MinimalSystem (MSYS) which provides a bash shell environment for MinGW. A more complete Unix style system for Windows is available using CygWin.

See also GnuCompilerCollection, CodeBlocks (one of a number of IDE's which work with MinGW).
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CategoryLanguageImplementation