Mingw32 compilation - attempt two

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Yet one more time, I am not a sophisticated Windows user (and I'd rather not become one ...)
I did just a single MinGW installation.
Did you check the content of /etc/fstab under MSYS?
sched.h should be in c:\mingw\include (assuming you installed mingw under c:)
/etc/fstab should be of this form (or something close)
C:/MinGW /mingw
C:/MinGW/opt/ /opt
C:/MinGW/local32/ /local32
C:/MinGW/build32/ /build32
C:/MinGW/local64/ /local64
C:/MinGW/build64/ /build64
C:/MinGW/sources/ /sources

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