OCaml is available on top of MinGW or Cygwin. The thing that isn't supported is OPAM (the package manager), and that's only for official support -- if you compile with MinGW or Cygwin you can get it working well enough for most tasks. You can actually get the compiler binaries from a precompiled versoin of the official distribution[1] or from a user-maintained distribution[2]. Additionally, you could just compile everything from source but that's more complex.
nv-vn|9 years ago
[1] https://protz.github.io/ocaml-installer/
[2] https://www.typerex.org/ocpwin.html