When trying to make GLEW with MSYS, I'm getting the following error:
In file included from src/glew.c:37:0:
include/GL/glxew.h:97:22: fatal error: X11/Xlib.h: No such file or directory
#include <X11/Xlib.h>
compilation terminated.
make: *** [tmp/mingw/default/shared/glew.o] Error 1
Why?
MSYS does not have X11. It's *M*inimal SYStem for a reason. You want Cygwin.
Or if you want to keep things Win32 native without Cygwin, take a look at Xming.