I can't find my MinGW shell after installing with GUI installer
simply you could run it from the following batch file:
e.g. C:\MinGW\msys\1.0\msys.bat (if you installed your mingw in c drive)
for more info. about mysys, check this
Look at the install logs for your Mingw.
I have 2 bin dirs in my (single) installation of Mingw
C:\MinGW\msys\1.0\bin
and
C:\MinGW\bin
A lot has changed about Mingw in the last 2-3 years and I think some documentation you might find easily via google is out-of-date.
Try asking for help at mingw mail groups via Nabble (very easy to use)
IHTH
Adding the shell link is easy if you have MSYS installed.
Open your Start menu and right-click on "All Program" and choose either "Open" or "Open All Users" depending on which you want to set the shortcut for. Open the MinGW folder if it already exists, or create it (or an MSYS folder, as you wish) if it does not.
Open another Explorer window and navigate to your MSYS folder, in the default installation this is C:\MinGW\msys\1.0
Right-drag msys.bat from the MSYS explorer window to the start menu explorer window. Choose "Create shortcut" when prompted as to what you wish to do. Optionally, you may want to change the shortcut to use one of the MSYS icons from the MSYS folder.
According to older MSYS documentation, the shortcut should be set to start in the MSYS bin folder, in the default installation this is C:\MinGW\msys\1.0\bin. I'm not certain of what happens if you don't do this; the shell opens either way.
Et voilà! You now have a shell link for MSYS in your Start menu.
If you didn't have the shortcut, the other postinstall bits may not have run either. The easy way to check this is to look in C:\MinGW\msys\1.0\etc (or the appropriate path for your installation). If there is an fstab file, then the postinstall bits ran appropriately. If not, then go to C:\MinGW\msys\1.0\postinstall and run pi.bat. This will make the mingw folder available from the msys shell. Things won't work right without doing this.
Update from March 2018: The MSYS postinstall is now a Lua script, and it won't create a shortcut by default. Best I can tell, you now must do so manually in all cases.