You got that backwards.
MinGW is a bundle of Cygwin parts made specifically to play nice with win32.
The reason there are no instructions on what you're trying to do is because MinGW "proper" was created for that express purpose.
If you want to compile a native Windows perl using GNU tools, just use MinGW, thats what its for.
MJDsays "you can't just make shit up and expect the computer to know what you mean, retardo!"