Relevant Links

HOWTO_Install_the_MinGW(GCC)_Compiler_Suite (Read keith’s comment on concatenation of info/dir files.)

Invoking install-info (GNU Texinfo 4.12 manual page)

Installing Info Files

Start MSYS using the shortcut on the Windows desktop or All Programs menu. You’ll have to exit MSYS at the end of this procedure.

cd /mingw/info
for file in *.info; do install-info $file dir; done
echo export INFOPATH=/mingw/info >> ~/.profile

Note: The info pages will be made available after you exit and restart MSYS.