Years and years ago, either FPC or Lazarus used some of the Cygwin functionality on Windows.
First cygwin, and then later mingw. But that bit was the GDB debugger linked into the textmode IDE. There were some minor sideways related but reusable things like unit signals (ugh). It was never somewhere really deep in FPC itself.
Nowadays, on platforms that multitask, that has changed to working via pipes. Only single task systems like Dos still link GDB in.
As for standalone mingw/cygwin use, most of the binaries delivered with Windows releases are mingw, though in nearly all cases pretty old (and by that I mean near 20 years, because they are MSYS less versions). Only make is a bit newer due to parallel building becoming more important in the last decade(s).
Some are obsoleted or near obsoleted by "newer" FPC development like internal assembler (pre FPC 2.0), internal linker (2.2.0) and fpcres (3.2.2 is pretty capable, 3.2.4 will be even better, and when that version is out, it depends on the will to jump into the deep and make it default)