I have MSYS2 installed on a Windows 11 machine, and in the terminal window for MSYS2 I use pacman to try to install MinGW but I get an immediate fail:
Anyone who has experienced the same thing, or could point me in the right direction? Any help is appreciated.

Turned out that company policy, to my big surprise, prevented me to install since they regarded mingw as non-approved, hence the "Permission denied".