Game Input MultipleXer

Keep getting "fatal error: curl/curl.h: No such file or directory" when trying to compile on Windows 10.
Msys2 is installed and added to path but I still get the error.
Already tried to uninstall and and reinstall Msys2.
Any ideas why its not seeing curl.h?

Revert your PATH changes. It is not needed to change the PATH, and changes are likely to mess other apps.

Curl is installed by the install.sh script:
https://backup.gimx.fr/wiki/index.php?t ... ment_tools

Make sure to run the right shell at the right step. Running commands in the wrong shell will result in build failure.