pdf-tools asking for msys2 installation

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MSYS2 is a distribution of GCC and various other libraries that gives a Linux-like C/C++ development environment on Windows. I don't use the native Emacs build, but there's a guide for it here: https://github.com/nobiot/Zero-to-Emacs-and-Org-roam/blob/v1/100.pdf-tools-org-noter.md . I hope it helps.