Final compilation and third-party software.

When compiling, I noticed that we have to install the visual build tools, so use cl.exe to compile our code into an executable. Is there another way? Can we use GCC or Clang and TCC?

Do we have the option to have a final build without these compilers?

And another way or a bootstrap to generate the .exe.
And the question of winexe, is there this possibility when there is a working example of Windows GUI?