I know, but thanks. As mentioned above, I am now doing the work with WSL2: all the linux functions, plus the nice behavior of the mouse pointer under Windows, so I am happy with it
The SWI-Prolog build uses MinGW and, AFAIK works fine using msys. Of course, you do need to get all dependencies. For the most, the Dockerfile can guide you though this process.
The reason to use Docker instead of native Windows is that it is much easier to handle from a Linux dev machine and it s easy to distribute. Also Linux is way faster at cross compiling than Windows is in compiling the system