I've seen a lot people trying to find Windows binaries/tripping up on the Windows compilation process recently which has not been helped by the releases part of the website still lacking Windows binaries. So I went and built some and put them in this repo: Releases · CRogers/LLVM-Windows-Binaries · GitHub, although they are built using VC++ instead of mingw32 (which may be better, due to fewer dependencies). It even has the elusive Windows shared library that is officially unsupported as part of the build process but is required for bindings that use the C API (such as the fantastic llvm-fs). Enjoy!
I am considering compiling clang for Windows too, if I have the time and there is interest.