Dear Vicent,
I'm delighted that you are trying to use GSL, and thank you for working with the inconvenience of installing on Windows. At first I thought that if you did not have a UNIX-like "shell" (either cygwin or MinGW or WSL) to run ./configure then you must be using visual studio, but then you mentioned: > (installing Visual Studio to not really use it seems a lot > to me!). So I was puzzled, thinking "what compiler do you have?". I looked more closely at your original email and saw that you mention that you are using MinGW. Note that MinGW is the "minimalist GNU for Windows" and it comes with a shell that should be able to run ./configure scripts, so I think you might already have what you need. I don't use it myself since I don't use Windows, but you could start with the docs at: https://sourceforge.net/p/mingw-w64/wiki2/Home/ I have this vague memory that MSYS is the part that gives you the shell environment. I hope this helps.
