Hi @Moblyn,
Yes the problem is with the installation of the tidal library itself. Ignore what it says about needing minGW+MSYS/Cygwin, you should have everything you need as part of the haskell platform download.
This is a long standing issue:
To fix it, find the location of the cabal config file, by running this command in a terminal window:
cabal user-config init
Edit this file (e.g. in notepad). It should be enough to paste these lines at the end, making sure that no whitespace gets added to the start of any lines etc:
extra-prog-path: C:\Program Files\Haskell Platform\8.6.5\msys\usr\bin
extra-lib-dirs: C:\Program Files\Haskell Platform\8.6.5\mingw\lib
extra-include-dirs: C:\Program Files\Haskell Platform\8.6.5\mingw\include
You might also need to remove the existing extra-prog-path line and the line after it. Then cabal install tidal should work. Let us know how you get on!