> (*) I understand it uses the MinGW toolchain—does LLVM thus need to be
> installed in the same directory structure as MinGW?
No, it shouldn't. It can be configured and built in any directory.
> I guess, in general, I’m just looking for a simple “this is how to get
> LLVM going on a Win32 box”, and I’m not finding it.
Well, there is nothing special of building LLVM on mingw+msys, just as
usual: configure + make combination. There are some preliminary notes
connected with LLVM on mingw32. You can find them at: