Try installing mingw first

Author: headius

.github/workflows/ruby.yml

@@ -22,6 +22,11 @@ jobs:
       uses: ruby/setup-ruby@v1
       with:
         ruby-version: ${{ matrix.ruby }}
+    - name: Install MingW on Windows
+      if: ${{ matrix.os == 'windows-latest' }}
+      uses: egor-tensin/setup-mingw@v2
+      with:
+        platform: x64
     - name: Build and test with rake
       run: |
         ruby -v