Is there any package management system for MinGW+MSYS?

mingw-get is the (closest equivalent to apt-get) package manager for MinGW and MSYS. However, it can only manage packages which are actually available for MinGW and/or MSYS, (either because a MinGW developer has built and packaged them, or a member of the MinGW user community has contributed them).

Arbitrarily guessing what packages may be available, and even what their correct package names may be, is unlikely to be productive. Run mingw-get in its GUI mode, (if it's properly installed, just running mingw-get without arguments should start it in this mode), to see a list of packages which are actually available; if you don't see any likely candidates for what you are looking for, then it doesn't (yet) exist. In that case, you will need to either find a non-MinGW alternative build, or build it yourself, from source. (If you choose the latter option, and your build is successful, then you may wish to consider contributing it to MinGW.org).

This works for me as a "package manager": http://mingw-w64.org/doku.php/download/win-builds