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extension-functions.c - pre-compiled Windows Binary
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Actually, you do not need the clickety-pokey at all.  You can simply install the (Visual Studio) C/C++ Build Tools (which are free) and only a few GB (as in 2 or 3)(mostly for the SDK) and installs in seconds (maybe minutes if you have a slow computer).

For MinGW you do not even need to do that.  Just download the installation zip and unzip and put the bin directory in the path.  Some versions of GCC may require more farting about than others depending on who built it -- for example the GCC 9.1.0 build has some stipulations on directory naming and some fiddling because of the way it was built.