To create the installer you need to follow the next steps:
 - install the latest version of msys2: http://msys2.github.io/
 - launch msys2_shell.bat and update it with pacman -Syu, you will need to
   relaunch msys2_shell.bat after updating it
 - install git: pacman -S git
 - clone gedit: git clone git://git.gnome.org/gedit
 - cd gedit/win32
 - edit make-gedit-installer and set the right version of gedit
 - ./make-gedit-installer.bat