For Windows users, you need to install GNUstep Core and MSYS System.
Command example: gcc -o hello hello.m -fconstant-string-class=NSConstantString -I C:/GNUstep/GNUstep/System/Library/Headers/ -L C:/GNUstep/GNUstep/System/Library/Libraries/ -lobjc -lgnustep-base