Blame NOTES.WIN

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 NOTES FOR THE WINDOWS PLATFORMS
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 Windows targets can be classified as "native", ones that use Windows API
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 directly, and "hosted" which rely on POSIX-compatible layer. "Native"
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 targets are VC-* (where "VC" stems from abbreviating Microsoft Visual C
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 compiler) and mingw[64]. "Hosted" platforms are Cygwin and MSYS[2]. Even
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 though the latter is not directly supported by OpenSSL Team, it's #1
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 popular choice for building MinGW targets. In the nutshell MinGW builds
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 are always cross-compiled. On Linux and Cygwin they look exactly as such
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 and require --cross-compile-prefix option. While on MSYS[2] it's solved
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 rather by placing gcc that produces "MinGW binary" code 1st on $PATH.
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 This is customarily source of confusion. "Hosted" applications "live" in
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 emulated file system name space with POSIX-y root, mount points, /dev
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 and even /proc. Confusion is intensified by the fact that MSYS2 shell
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 (or rather emulated execve(2) call) examines the binary it's about to
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 start, and if it's found *not* to be linked with MSYS2 POSIX-y thing,
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 command line arguments that look like file names get translated from
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 emulated name space to "native". For example '/c/some/where' becomes
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 'c:\some\where', '/dev/null' - 'nul'. This creates an illusion that
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 there is no difference between MSYS2 shell and "MinGW binary", but
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 there is. Just keep in mind that "MinGW binary" "experiences" Windows
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 system in exactly same way as one produced by VC, and in its essence
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 is indistinguishable from the latter. (Which by the way is why
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 it's referred to in quotes here, as "MinGW binary", it's just as
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 "native" as it can get.)
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 Visual C++ builds, a.k.a. VC-*
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 ==============================
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 Requirement details
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 -------------------
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 In addition to the requirements and instructions listed in INSTALL,
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 these are required as well:
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 - Perl. We recommend ActiveState Perl, available from
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   https://www.activestate.com/ActivePerl. Another viable alternative
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   appears to be Strawberry Perl, http://strawberryperl.com.
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   You also need the perl module Text::Template, available on CPAN.
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   Please read NOTES.PERL for more information.
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 - Microsoft Visual C compiler. Since we can't test them all, there is
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   unavoidable uncertainty about which versions are supported. Latest
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   version along with couple of previous are certainly supported. On
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   the other hand oldest one is known not to work. Everything between
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   falls into best-effort category.
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 - Netwide Assembler, a.k.a. NASM, available from https://www.nasm.us,
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   is required. Note that NASM is the only supported assembler. Even
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   though Microsoft provided assembler is NOT supported, contemporary
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   64-bit version is exercised through continuous integration of
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   VC-WIN64A-masm target.
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 Installation directories
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 ------------------------
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 The default installation directories are derived from environment
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 variables.
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 For VC-WIN32, the following defaults are use:
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     PREFIX:      %ProgramFiles(86)%\OpenSSL
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     OPENSSLDIR:  %CommonProgramFiles(86)%\SSL
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 For VC-WIN64, the following defaults are use:
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     PREFIX:      %ProgramW6432%\OpenSSL
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     OPENSSLDIR:  %CommonProgramW6432%\SSL
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 Should those environment variables not exist (on a pure Win32
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 installation for examples), these fallbacks are used:
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     PREFIX:      %ProgramFiles%\OpenSSL
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     OPENSSLDIR:  %CommonProgramFiles%\SSL
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 ALSO NOTE that those directories are usually write protected, even if
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 your account is in the Administrators group.  To work around that,
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 start the command prompt by right-clicking on it and choosing "Run as
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 Administrator" before running 'nmake install'.  The other solution
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 is, of course, to choose a different set of directories by using
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 --prefix and --openssldir when configuring.
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 mingw and mingw64
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 =================
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 * MSYS2 shell and development environment installation:
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   Download MSYS2 from https://msys2.github.io/ and follow installation
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   instructions. Once up and running install even make, perl, (git if
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   needed,) mingw-w64-i686-gcc and/or mingw-w64-x86_64-gcc. You should
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   have corresponding MinGW items on your start menu, use *them*, not
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   generic MSYS2. As implied in opening note, difference between them
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   is which compiler is found 1st on $PATH. At this point ./config
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   should recognize correct target, roll as if it was Unix...
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 * It is also possible to build mingw[64] on Linux or Cygwin by
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   configuring with corresponding --cross-compile-prefix= option. For
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   example
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     ./Configure mingw --cross-compile-prefix=i686-w64-mingw32- ...
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   or
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     ./Configure mingw64 --cross-compile-prefix=x86_64-w64-mingw32- ...
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   This naturally implies that you've installed corresponding add-on
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   packages.
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 Independently of the method chosen to build for mingw, the installation
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 paths are similar to those used when building with VC-* targets, except
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 that in case the fallbacks mentioned there aren't possible (typically
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 when cross compiling on Linux), the paths will be the following:
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 For mingw:
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     PREFIX:      C:/Program Files (x86)/OpenSSL
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     OPENSSLDIR   C:/Program Files (x86)/Common Files/SSL
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 For mingw64:
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     PREFIX:      C:/Program Files/OpenSSL
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     OPENSSLDIR   C:/Program Files/Common Files/SSL
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 Linking your application
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 ========================
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 This section applies to all "native" builds.
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 If you link with static OpenSSL libraries then you're expected to
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 additionally link your application with WS2_32.LIB, GDI32.LIB,
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 ADVAPI32.LIB, CRYPT32.LIB and USER32.LIB. Those developing
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 non-interactive service applications might feel concerned about
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 linking with GDI32.LIB and USER32.LIB, as they are justly associated
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 with interactive desktop, which is not available to service
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 processes. The toolkit is designed to detect in which context it's
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 currently executed, GUI, console app or service, and act accordingly,
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 namely whether or not to actually make GUI calls. Additionally those
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 who wish to /DELAYLOAD:GDI32.DLL and /DELAYLOAD:USER32.DLL and
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 actually keep them off service process should consider implementing
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 and exporting from .exe image in question own _OPENSSL_isservice not
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 relying on USER32.DLL. E.g., on Windows Vista and later you could:
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	__declspec(dllexport) __cdecl BOOL _OPENSSL_isservice(void)
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	{   DWORD sess;
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	    if (ProcessIdToSessionId(GetCurrentProcessId(),&sess))
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	        return sess==0;
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	    return FALSE;
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	}
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 If you link with OpenSSL .DLLs, then you're expected to include into
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 your application code small "shim" snippet, which provides glue between
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 OpenSSL BIO layer and your compiler run-time. See the OPENSSL_Applink
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 manual page for further details.
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 Cygwin, "hosted" environment
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 ============================
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 Cygwin implements a Posix/Unix runtime system (cygwin1.dll) on top of the
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 Windows subsystem and provides a bash shell and GNU tools environment.
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 Consequently, a make of OpenSSL with Cygwin is virtually identical to the
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 Unix procedure.
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 To build OpenSSL using Cygwin, you need to:
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 * Install Cygwin (see https://cygwin.com/)
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 * Install Cygwin Perl and ensure it is in the path. Recall that
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   as least 5.10.0 is required.
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 * Run the Cygwin bash shell
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 Apart from that, follow the Unix instructions in INSTALL.
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 NOTE: "make test" and normal file operations may fail in directories
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 mounted as text (i.e. mount -t c:\somewhere /home) due to Cygwin
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 stripping of carriage returns. To avoid this ensure that a binary
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 mount is used, e.g. mount -b c:\somewhere /home.