This section is optional. Proceed with the step below to add msys paths to the $PATH on windows.
In Windows Control Panel -> System -> Advanced System Settings -> System Properties -> Environment Variables… -> System Variables -> Path -> Edit you can add new environment variables for C:\msys64 as per sample picture below. Use the Move Up button to prioritize the C:\msys64 paths over C:\Windows paths.
This will configure MSYS2 linux type commands from the Windows Command Terminal. Once the above is configured, open a new Windows Command Terminal and test the commands:
which bash which sh which ffmpeg.exe which init_rsrc.exe