Command-line dialog tool for Windows
I remember the E Text Editor using wxCocoaDialog for that purpose:
wxCocoaDialog is a multi-platform port of the CocoaDialog application for OS X, that allows the use of common GUI controls such as file selectors, text input, progress bars, yes/no confirmations and more with a command-line application. It is ideal for use in shell and Perl scripts (or Ruby, or Python, or... etc).
Have you looked at Cygwin (http://www.cygwin.com/) rather than MinGW? Cygwin provides a very Unix/Linux like environment, to the extent that most Unix programs can be built without change. Depending on what you want to do with the results, though, Cygwin's licensing may be an issue.