While reading the readline doc[1] I noticed that the page currently recommends going to MinGW for a build of readline. The issue is that "MinGW" has been dead for a very long time, to the point that the linked website no longer works.
[1]: https://tiswww.case.edu/php/chet/readline/rltop.html MinGW is currently succeeded by "Mingw-w64". It continues to act as a lightweight environment for GNU toolchains to work on Windows, but the project itself only manages the glue that makes them work, not an entire distribution. The libraries to be run under MinGW64 are built by "distributions" like Cygwin, MSYS2, and <insert Linux distribution here> using these toolchains. On Cygwin, the packages are mingw64-{i686,x86_64}-readline (both version 7.0). The related MSYS2 has mingw-w64-{i686,x86_64}-readline at 8.0. In conclusion, I recommend replacing the "or MinGW, which currently has packages for readline-5.2" part with something along the lines of "for a version that runs independently of Cygwin, see the mingw64-{i686,x86_64}-readline packages." Thanks, Mingye Wang (Artoria2e5)