Error relating to C++ compiler when running ./configure on Windows

There’s not a lot I can suggest over and above the prompt provided by configure:

MRtrix3 was unable to compile a test program involving zlib.
  Set the ZLIB_CFLAGS environment variable to inform 'configure' of
  the flags it must provide to the compiler in order to compile
  programs that use zlib functionality; this may include the path to
  the zlib include files, as well as any required flags.
  For example:
    $ export ZLIB_CFLAGS="-isystem /usr/local/include"
    $./configure
  (amend with the actual path to the zlib include files on your system)

So if you found a candidate file in msys64/mingw64/include, you would try:

    $ export ZLIB_CFLAGS="-isystem /mingw64/include"
    $./configure

(since ‘msys64/’ will be the root directory within the MSYS2 file system)