Compile C for Windows with MinGW

I installed the latest version of MinGW and trying to compile the project:

\MinGW\bin\gcc.exe -O3 -flto -Wall -msse src/*.c -o noname -lm -lpthread

But nothing happens. No errors, no exe files, nothing.

I am not familiar with Windows in terms of compilation. This is a simple console application that is compilable on Ubuntu without problems with the same command.

What I am doing wrong?