You don't get it.
I said that just to avoid X-Y problem.
What I'm asking is strongly related to this topic.
My question was - how to setup TGM-GCC in MSYS or something that allow me to build UNIX programs easily (jus by typing ./configure && make)?
Well no, it's not strongly related, although I can see where your confusion comes from.
This site/forum is about Code::Blocks, and to keep the noise level down, our rules don't allow non-Code::Blocks content (for legal reasons -- server being located in Germany -- the moderators have to read through all posts, so there is a practical reason to keep noise down).
That actually means that the entirety of TDM threads don't belong here since they're not related to Code::Blocks at all, but it so happens that John is a cool guy and he makes cool compiler build which is also the best fit both for building and using Code::Blocks, so whatever the rules are, this is OK for us, and we're not going super-prick on him
Now of course, your question about setting up a Unix-like build environment is a totally different thing (and besides, it's nowhere like you type
./configure && make to build GCC, only in your dreams -- I wish it was that easy!). Which is what stahta01 tried to point out.