F2PY and Windows with MSYS2

Follow the standard installation instructions. Then, to grab the requisite Fortran compiler with MVSC:

# Assuming a fresh install
pacman -Syu # Restart the terminal
pacman -Su  # Update packages
# Get the toolchains
pacman -S --needed base-devel gcc-fortran
pacman -S mingw-w64-x86_64-toolchain