Download MinGW-W64 from SourceForge
Download the latest msi release of Meson from their GitHub releases
Download the latest version of Chocolatey from their website
Install MinGW-W64 and Meson.
In a Administrative PowerShell window type choco install ninja
Go to your MinGW-W64 folder (I made mine C:\mingw64 when I installed it) and double click on mingw-w64.bat.
To verify everything's working, type gcc --version. It should print out the version number of GCC, the C++ compiler included with MinGW.
Go to the cloned directory inside of the command prompt window that popped up.
Now, type:
meson --cross cross-mingw-64.txt _build64
ninja -C _build64
If you need the 32-bit files for whatever reason, substitute 64 for 32 in each line.
If you make changes and want to re-build it, you only need to do ninja -C _build64 and it will rebuild everything.
If you want to generate Visual Studio projects, type:
meson --backend vs2019 --cross cross-mingw-64.txt _build64
(substituting vs2019 for any version from vs2015 to 2019 as needed).
I personally couldn't get it to compile using VS, so I recommend making the VS projects go to _build64VS instead of _build64, that way you can make changes inside Visual Studio, then compile using ninja in the _build64 folder.