Installing MinGW can be very daunting, I agree. However, if you just download and run the package with "MinGW" in the name, it'll download the necessary components for you. I've read that you best avoid the version 4, so either get 3 or 5. For example, select MinGW-5.0.2.exe from here.

I do recommend getting MSYS from the same location (not the developer toolkit). And if you plan on building some Win32 specific modules, such as Win32::GuiTest, you'll need to install the w32-api package too. Otherwise, as marto can testify, you'll get linker errors.

Oh yeah, you asked about Camelpack too. You can just get it from here — like with MinGW, it's a downloader/installer too. It's easy if you don't mind it reinstalling ActivePerl and having a (for you) useless C++ IDE, thus, it uses quite a bit of disk space.