Build fails on Windows MSYS2

[TheParadoxBox]

When building with MSYS2 according to the Chocolate Doom build instructions as recommended in the "How to use Rum and Raisin Doom" section in the wiki, make fails with the following output:

$ make
make  all-recursive
make[1]: Entering directory '/home/Nick/rum-and-raisin-doom'
Making all in textscreen
make[2]: Entering directory '/home/Nick/rum-and-raisin-doom/textscreen'
Making all in fonts
make[3]: Entering directory '/home/Nick/rum-and-raisin-doom/textscreen/fonts'
make[3]: Nothing to be done for 'all'.
make[3]: Leaving directory '/home/Nick/rum-and-raisin-doom/textscreen/fonts'
Making all in .
make[3]: Entering directory '/home/Nick/rum-and-raisin-doom/textscreen'
  CC       txt_checkbox.o
In file included from txt_checkbox.c:22:
In file included from ./txt_io.h:21:
In file included from ./txt_main.h:24:
./txt_sdl.h:24:10: fatal error: 'SDL2/SDL.h' file not found
#include <SDL2/SDL.h>
         ^~~~~~~~~~~~
1 error generated.
make[3]: *** [Makefile:475: txt_checkbox.o] Error 1
make[3]: Leaving directory '/home/Nick/rum-and-raisin-doom/textscreen'
make[2]: *** [Makefile:495: all-recursive] Error 1
make[2]: Leaving directory '/home/Nick/rum-and-raisin-doom/textscreen'
make[1]: *** [Makefile:503: all-recursive] Error 1
make[1]: Leaving directory '/home/Nick/rum-and-raisin-doom'
make: *** [Makefile:419: all] Error 2

Chocolate Doom successfully builds with the same setup.