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• Build LLVM [3.2, 3.6] with MinGW32 and MSYS
• Build LLVM with VS
• Install llvmpy with MinGW32

Pre-built Packages

LLVM builds (and lots of other things) for MinGW can be downloaded here:

http://sourceforge.net/projects/msys2/files/REPOS/MINGW

The mingw-w64 LLVM worked for me on regular mingw32.

Useful Resources

Mapping High Level Constructs to LLVM IR

LLVM Demo - use this easily see what IR gets generated for the given C/++ code, and how to generate that IR using the C++ API. There used to be an official version of this, but it's since been disabled.