Mingw
Eros uses the mingw_cross cross-compiling environment to build mingw programs for windows on *nix hosts. You can of course use your system mingw packages, however mingw_cross is both toolchain and something of a package manager as well. It includes build scripts to download and compile a wide range of very useful programs (for us, boost, qt are important).
Note that building your own static library (with a wrapper) accessing to ROS functionnalities under *nix hosts and then linking it with a program under mingw in windows is possible (check specific configuration change in the guides for that).
Notes
Status - a list of currently compiling ros packages via mingw_cross.
Guides
Mingw Build Environment - mingw development environment on linux.
Qt-Ros Clients - standalone qt-ros applications.
Mingw Runtime Environment - mingw cross-compiled runtime environment on windows.