Simple installation and configuration of Cython on Windows can be problematic. Here You will find all steps including MinGW installation, needed to bootstrap Your compiler.
STEP 1 Simply install Cython by console:
pip install cython
STEP 2 Install MinGW compiler from this localization. Do not install any additional packages right after install. You will do it from console in one of the next steps.
STEP 3 Add location of MinGW compiler (for example c:\mingw\bin) to Your system path.
GO TO: Control Panel -> System -> Advanced Tab -> Environment Variables -> System Variables
Find entry named "Path" and add Your path at the end after semicolon
STEP 4 Open Windows command line console - CMD and run these commands:
mingw-get install gcc
mingw-get install mingw-utils
STEP 5 Go to Python distutils folder (for example C:\Python34\Lib\distutils): Create file named distutils.cfg containing:
[build]
compiler=mingw32
STEP 6 Find Python .dll library. It should be named like python34.dll or python27.dll. Library can be found at location C:\Windows\System32 or C:\Windows\SysWOW64 .
In windows CMD:
cd c:\python34\libs
pexports c:\windows\SysWOW64\python34.dll > python34.def
dlltool -C -d python34.def -l libpython34.a
Some pre-made libraries for Python 2.7 and 3.4 can be downloaded from this location.
NOW CYTHON IS READY TO USE
Compilation instructions can be found here: http://docs.cython.org/src/reference/compilation.html
Source:http://www.pythonic.me/kompilacja-skryptu-pythona-do-pojedynczego-pliku-exe/112