To build and run on Windows with MinGW, it is assumed that you have installed SDL2 by taking the following steps:
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Download and unzip this file: https://github.com/libsdl-org/SDL/releases/download/release-2.28.0/SDL2-devel-2.28.0-mingw.zip
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Navigate into the directory SDL2-devel-2.28.0-mingw\SDL2-2.28.0 and run
make native