Windows Ruby has always used MSYS (ruby < 2.4) or MSYS2 (Ruby >= 2.4) for compiling. ruby/ruby uses MSYS2/MinGW in their windows CI.
Currently, Actions has three versions of Windows Ruby installed. All include ‘embedded’ MSYS2 (aka DevKit).
If one looks at https://github.com/oneclick/rubyinstaller2/releases, the ‘devkit’ releases are approx 120 MB in size, while the standard releases are approx 10 MB in size. The standard releases can be made even smaller by deleting the html files, which drops them to about appox 7 MB in size.
So, it’s rather wasteful to have three almost identical copies of MSYS2.
Non Ruby software is also compiled/built with MSYS2, Git for Windows is a good example.
Please consider adding a current MSYS2 installation at C:\msys64 for use with Ruby and other software. Also, please be aware that regular updates to it would be helpful.
I don’t expect Actions to duplicate AppVeyor, but a list of the packages currently on AppVeyor is at https://ci.appveyor.com/project/MSP-Greg/appveyor-ruby
Finally, since Actions is provided free to the OSS community, I suspect many would be willing to help with scripts, etc. So, if you want example scripts for installing MSYS2, etc…