I did have to apply your patch "eal/windows: refine public interface" before applying the "MinGW-w64 support" patch set, to avoid the errors caused by including "Windows.h" in rte_os.h. So, I guess this patch needs to come first and then the patchset for mingw can be applied.

The cause of the error you've encountered is case-dependent Linux filesystem.
Existing code includes <Windows.h> (capital W), but MinGW-w64 on Linux
packages <windows.h> (lowercase W). I missed it because Windows.h is manually
symlinked to windows.h on my system. Same goes for <BaseTsd.h>.

Thanks for pointing this out, I think it's more appropriate to change
filename case in this patchset v2, because the need for this change is caused
by adding MinGW cross-compilation capability.

-- 
Dmitry Kozlyuk