Get ipopt from here, and extract zip files. Place the whole folder into C:/dev/coin-or, so that it looks like
C:/dev/coin-or/Ipopt-3.14.3-win64-msvs2019-md/
Add the bin and lib directories from this directory to your system path.
follow the installation instructions here to get MSYS2. Going through step 7 will make gcc available. Note: It looks like instructions have changed since I first posted this. Don't click Run MSYS2 now in the installation helper. Instead, press the windows key and type in MSYS2. Make sure to open the one that has the name MSYS2 MINGW64. Then instead of the command it tells you to use to install gcc (mingw-w64-ucrt-x86_64-gcc), remove the ucrt and instead run
pacman -S mingw-w64-ucrt-x86_64-gcc.
Add the directory C:/msys64/mingw64/bin to your path (check to make sure that folder has gcc in it).
After this process, you should have 3 new directories on your path:
C:/dev/coin-or/Ipopt-3.14.3-win64-msvs2019-md/bin
C:/dev/coin-or/Ipopt-3.14.3-win64-msvs2019-md/lib
C:/msys64/mingw64/bin
If you need to know how to add something to your path in Windows, you can hit the windows key, search path, click on Edit the system environment variables, click on Environment Variables at the bottom, double click path (either under user variables or system variables). Then click New and enter the path you want to add.