Getting started using MinGW binary release?

Hello, Sam.

Or, is there a way to somehow use llvm-x.x-x86-mingw32.tar.bz2
binaries without building from source?

Sorry, this wasn't mentioned in documentation. llvm-gcc was built with
'--enable-threads' flag, thus it requires win32 pthread port. Keith have
already given a right link for dlls download.