→Get the tools
The patches included in the zip should fix up cx_Freeze for a bug where it tries to load an sqlite3.dll file, and to add properly optimized base files for Python startup (In the original version the 'optimize' functionality doesn't work).
NSIS is a tool to build the actual installer. The version in the mingw system has a bug that makes displaying of the font files during the AIO install messed up. I've created a patch, so we need to build our own.
Download https://gramps-project.org/wiki/index.php/File:Mingw-w64-nsis.zip [[:File:Mingw-w64-nsis.zip| (stored here)]] to a convenient location with your browser.