Compiling nettle-sys on Windows

I want to use sequoia-openpgp, but I am having problems compiling the nettle-sys crate.

First I got the error about the pkg-config command not found, so I had to find a Windows version of pkg-config.exe.

Then pkg-config complains that nettle.pc and hogweed.pc are not in its search path. I ended up downloading GMP and Nettle and compiling them with MSYS2 gcc.

Now finally it passed cargo check, but I'm stuck at the final linking part:

fatal error LNK1181: cannot open input file 'nettle.lib

Can anyone provide the full procedures to compile nettle-sys on Windows, and explain all the steps for obtaining/compiling the dependencies?