The current packing model the Window's compatible SDKs (meta-mingw, SDKMACHINE = "i686-mingw32") is a TAR file within an XZ archive.

However, using the recommend tool 7ZIP on Windows to extract this results in multiple fatal errors. If you instead repack the SDK in a ZIP, it extracts cleanly in a single step and builds applications without problems.

This is an example workaround:

  1) Create the Windows SDK as per normal on Linux
  2) Extract the resulting "*.xz" file on your Linux host
  3) Re-package it with ZIP
  4) Extract that ZIP file on your Windows host with 7ZIP
  5) Open a Windows shell, start the environment, and build away

Specifically on Linux:
  $ --> Create a default project
  $ --> Add the meta-mingw layer
  $ echo "SDKMACHINE = \"i686-mingw32\"" >> conf/local.conf
  $ 
  $ bitbake <image> -c populate_sdk
  $
  $ # NEW STEPS:
  $
  $ mkdir sdk_mingw
  $ cd sdk_mingw/
  $ cp ../tmp/deploy/sdk/*.xz .
  $ unxz -d *.xz
  $ tar -xf *.tar
  $ rm *.tar
  $ cd ..
  $ zip -r sdk_mingw.zip sdk_mingw


Notes:

1) The problem appears to be that 7ZIP treats "*.xz" file's tarball differently than "*.zip" files, specifically in the area of translating symlinks. I am using 7ZIP version 16.00, 64-bit, 2016-05-10 on Windows 7.

2) When you extract the XZ file you get a TAR. When you extract the TAR that you get more that 100 errors of the form "Can not create symbolic link: Access is denied”.

If you attempt to build applications against this SDK you will either get (a) silent errors from empty binaries, or (b) errors of the form "x86_64-poky-linux-gcc: error: CreateProcess: No such file or directory".

3) If you run 7ZIP in Administrator mode then you do _not_ get the syslink access errors, but apparently neither can you build C applications ("...gcc/i686-poky-linux/7.2.0/real-ld.exe: cannot find -lgcc").

4) With the ZIP file approach I do get an errors of the form 'replacing "corei7-64-poky-linux\usr\include\linux\netfilter\xt_mark.h" with "...\xt_MARK.h"' so the upper/lower case problem still arises just as it did with the XZ file, but I got ZERO errors about "symbolic links" (I selected "auto-rename" to continue). Fortunately outside of packages like "ACE" there are not a lot of problems because of this for most applications.