Far from being perfect, using the Win32 installer and leaving it at that is actually a very bad thing to do: this way, you only get a severely outdated version, even though yes, that is the latest release, I know...
Making a new release for Windows is a lot of work which requires usage of a native Windows host and commercial software of which I have no recent version: recompiling the IDE and the Windows tigcc using Delphi, recompiling the HTML help files to CHM using hhc, regenerating the code completion definitions for the Delphi IDE, generating an automated installer, and whatever else I forgot.
Besides the IDE with well-documented shortcomings, you don't get much in the way of other Windows-only tools.
However, I have published the build definitions for creating an overlay ZIP, which makes it possible to get most non-documentation fixes and improvements. Such an overlay ZIP is even publicly accessible, just not at a really officially documented location. I'll check later which is the date of that ZIP, and probably post a link here
EDIT:
https://tiplanet.org/beta/gcc4tis.tar.bz2 , built using older tools.