Install msys2 (http://www.msys2.org/)
Install the required prerequisites for Vala
pacman -S mingw64/mingw-w64-x86_64-gcc
pacman -S mingw64/mingw-w64-x86_64-pkg-config
pacman -S mingw64/mingw-w64-x86_64-vala
and all the additional packages your code requires, i.e.
pacman -S mingw64/mi...