Building with MinGW on Windows fails

[ThoreWietzke]

Installing e.g. the pybind11 example https://github.com/pybind/scikit_build_example with only MinGW (GCC) installed on Windows fails with a cryptic error message:

  × Building wheel for scikit_build_example (pyproject.toml) did not run successfully.
  │ exit code: 1
  ╰─> [23 lines of output]
      2024-09-14 09:09:38,528 - scikit_build_core - INFO - RUN: C:\Program Files\CMake\bin\cmake.EXE -E capabilities
      2024-09-14 09:09:38,544 - scikit_build_core - INFO - CMake version: 3.29.2
      *** scikit-build-core 0.10.6 using CMake 3.29.2 (wheel)
      2024-09-14 09:09:38,557 - scikit_build_core - INFO - Build directory: C:\Users\Thore\AppData\Local\Temp\tmpcpenilot\build
      *** Configuring CMake...
      2024-09-14 09:09:38,634 - scikit_build_core - WARNING - Can't find a Python library, got libdir=None, ldlibrary=None, multiarch=None, masd=None
      2024-09-14 09:09:38,643 - scikit_build_core - INFO - RUN: C:\Program Files\CMake\bin\cmake.EXE -S. -BC:\Users\Thore\AppData\Local\Temp\tmpcpenilot\build -CC:\Users\Thore\AppData\Local\Temp\tmpcpenilot\build\CMakeInit.txt -DCMAKE_INSTALL_PREFIX=C:\Users\Thore\AppData\Local\Temp\tmpcpenilot\wheel\platlib
      loading initial cache file C:\Users\Thore\AppData\Local\Temp\tmpcpenilot\build\CMakeInit.txt
      -- Building for: NMake Makefiles
      CMake Error at CMakeLists.txt:7 (project):
        Running
      
         'nmake' '-?'
     
        failed with:
     
         no such file or directory
     
     
      CMake Error: CMAKE_CXX_COMPILER not set, after EnableLanguage
      -- Configuring incomplete, errors occurred!
     
      *** CMake configuration failed
      [end of output]

  note: This error originates from a subprocess, and is likely not a problem with pip.
  ERROR: Failed building wheel for scikit_build_example
Failed to build scikit_build_example
ERROR: ERROR: Failed to build installable wheels for some pyproject.toml based projects (scikit_build_example)

Building with MSVC works fine. I know that GCC is not recommended for building extensions on Windows. Thus, a descriptive error message should hint the user at this problem.