after I finally got my Win 10 Building environment running I want to quickly share what to do. Well it is quite simple:
1. Download MSYS2 from http://www.msys2.org/ (just choose the version for your OS 64bit or 32bit)
2. Install it to the default path C:\msys64
3. Follow their update procedure. (pacman -Syu close and repeat pacman -Syu)
4. install mingw64 toolchain (or mingw32 toolchain) using pacman -S mingw-w64-x86_64-toolchain (for 64bit builds other wise use mingw-w64-i686-toolchain)
5. install all dependencies. I just took the commands which are used in the appveyor script. (pacman --noconfirm -S mingw-w64-%MINGWSUFFIX%-ninja mingw-w64-%MINGWSUFFIX%-boost mingw-w64-%MINGWSUFFIX%-SDL2_ttf mingw-w64-%MINGWSUFFIX%-SDL2_mixer mingw-w64-%MINGWSUFFIX%-SDL2_image mingw-w64-%MINGWSUFFIX%-glbinding) (replace MINGWSUFFIX either with i686 for 32bit or x86_64 for 64bit.)
6. I used glew so I installed glew using pacman in the same way as above. As we need cmake install it using pacman as well (pacman -S mingw-w64-x86_64-cmake)
7. Download the boost 1.66 package from http://repo.msys2.org/mingw
8. Use pacman -U <boost 1.66="" package_name=""> to downgrade boost. (1.67 doesn't work due to a change in random generator functions of boost).
9. Use the mingw64 bit shell of msys, navigate to your build folder (msys64/home/username/Widelands in my case)
10 . run cmake ( cmake -G "Ninja" -DCMAKE_C_COMPILER=C:/msys64/mingw64/bin/gcc.exe -DCMAKE_CXX_COMPILER=C:/msys64/mingw64/bin/g++.exe -DCMAKE_BUILD_TYPE=Release -DOPTION_USE_GLBINDING=OFF -DOPTION_BUILD_WEBSITE_TOOLS=OFF -DOPTION_ASAN=OFF D:/development/widelands-repo/mines-worldsavior) be sure to use linux path syntax
11. run ninja
12. You are done. Widelands.exe is in the src directory of your build folder</boost>
If I have time (after my short holiday)I would enter this to the wiki deleting the description of the unsucsessful attempt using ubuntu for windows if there are no objections.