One of the newest versions of MSYS2 now only has one .cmd file which replaces the old bat files. It has to be used to launch the mingw32/64 shell.
3. Run `mingw32_shell.bat` or `mingw64_shell.bat` from wherever you installed
MSYS2 (i.e. `C:\msys`), depending on whether you want 32-bit or 64-bit Rust.
+ (As of the latest version of MSYS2 you have to run `msys2_shell.cmd -mingw32`
+ or `msys2_shell.cmd -mingw64` from the command line instead)
4. Navigate to Rust's source code, configure and build it: