Starting with Ruby 2.4.0 we use the MSYS2 toolkit as our development kit. It is required to build native C/C++ extensions for Ruby and is necessary for Ruby on Rails. Moreover it allows the download and usage of hundreds of Open Source libraries which Ruby gems can depend on.
Down this page, several and other versions of Development Kits (DevKit) are listed. Please download the right one for your version of Ruby:
Ruby 2.4.0 and newer: The MSYS2 DevKit is downloaded as the last step of the installation. It can be installed later per ridk install command.