Darkplaces needs these files which do not come in the standard mingw installation, nor are supplied with darkplaces itself:
include/ddraw.h (part of DirectX, also found in ftp://ftp.idsoftware.com/idstuff/source/q1source.zip)
include/dinput.h (part of DirectX, also found in ftp://ftp.idsoftware.com/idstuff/source/q1source.zip)
include/dsound.h (part of DirectX, also found in ftp://ftp.idsoftware.com/idstuff/source/q1source.zip)

Assuming you placed mingw in c:\mingw, you can simply type this to compile:
make exerelease
