Old post but same problem, the installer doesn’t seem to work.
I give the solution which works for me
You can directly download the archive of MinGW64 with your chosen configuration :
https://sourceforge.net/projects/mingw-w64/files/mingw-w64/
Once the compressed file downloaded, you have just to extract and copy/paste the MinGW64 folder( with the pre-compiled librairies) to your chosen folder ( in my case : C:\mingw64)