Just use WSL if you're not interested in making native windows apps with C. However, I am and completed Zed's book with MinGW, and this repository contains my code and terminal output.
I used MSYS2 until ex28 where I switched to using MinGW from the WSL bash.
Zed's book is great for teaching you to be a programmer, but he cant explain things, his code is somewhat ruff and sometimes he had no idea what he was doing, particularly with the data-structures and algorithms. Watch the Stanford Programming Methodology, Abstractions, and Paradigms courses if you want to learn CS.
Likewise my code is very rough and it is evident that sometimes I had no idea what I was doing, particularly with makefiles and compiler commands. Efficient learning comes from hindsight, but unfortunately I do not have time to go back demonstration this.