Question: msys2 how to install packages?
Answer: Download and run the installer.
Click "Next"
Enter Installation Folder (ASCII, no accents, spaces nor symlinks, short path)
Tick Run MSYS2 now.
Update the package database and core system packages with: ... 
If needed, close MSYS2, run it again from Start menu. ... 
Now Pacman is fully committed to the Windows cause :)