Where to get MinGW
See the following links on acquiring MinGW-W64 :
if you scroll down on the second page you will see binaries for GCC 7.1. I recommend you install one of these, as they are the latest releases as of the date of this edit.
MSYS2 and Pacman
See the following link on building from source using MSYS2 and Pacman. Pacman will help you install everything you need for allegro. :