(*) build LLVM itself
(*) build programs with LLVM
I have a MingW32 setup on a WinXP machine;
You can see http://wiki.llvm.org/index.php/Notes:MingW32 to get
instructions how to build LLVM on mingw32 box.
For building programs with LLVM itself you'll probably need llvm-gcc4,
which you can either compiled by yourself (tricky on mingw32) or use
prebuilt one in the 'downloads' section.