diff --git a/.github/workflows/ci.yml b/.github/workflows/ci.yml
new file mode 100644
index 0000000..834d62b
--- /dev/null
+++ b/.github/workflows/ci.yml
@@ -0,0 +1,124 @@
+name: CI
+
+on:
+  push:
+    branches:
+    - master
+  pull_request:
+    types:
+    - opened
+    - synchronize
+    - reopened
+
+jobs:
+  ubuntu:
+    name: Ubuntu
+    runs-on: ${{ matrix.os }}
+
+    strategy:
+      fail-fast: false
+      matrix:
+        os:
+        - ubuntu-latest
+        ruby:
+        - "3.0"
+        - "2.7"
+        - "2.6"
+        - "2.5"
+        - "2.4"
+        - "2.3"
+        - debug
+
+    steps:
+    - uses: actions/checkout@v2
+      with:
+        fetch-depth: 1
+
+    - uses: ruby/setup-ruby@v1
+      with:
+        ruby-version: ${{ matrix.ruby }}
+
+    - run: rake build
+
+    - name: Install irb for old Ruby
+      if: |
+        matrix.ruby == '2.5' ||
+        matrix.ruby == '2.4' ||
+        matrix.ruby == '2.3'
+      run: |
+        cat <<GEMFILE > Gemfile.irb
+        source 'https://rubygems.org'
+        gem 'irb'
+        GEMFILE
+        BUNDLE_GEMFILE=Gemfile.irb bundle install --jobs 4 --retry 3
+
+    - run: gem install pkg/*.gem
+
+    - run: ruby -r iruby -e "p IRuby::SessionAdapter.select_adapter_class"
+      env:
+        IRUBY_SESSION_ADAPTER: ffi-rzmq
+
+    - name: Install requirements on ubuntu
+      run: |
+        sudo apt update
+        sudo apt install -y --no-install-recommends \
+                 libczmq-dev \
+                 python3 \
+                 python3-pip \
+                 python3-setuptools
+        sudo pip3 install wheel
+        sudo pip3 install -r ci/requirements.txt
+
+    - run: bundle install --jobs 4 --retry 3
+
+    - name: Run tests
+      env:
+        PYTHON: python3
+        ADAPTERS: cztop ffi-rzmq pyzmq
+      run: |
+        for adapter in $ADAPTERS; do
+          export IRUBY_TEST_SESSION_ADAPTER_NAME=$adapter
+          bundle exec rake test TESTOPTS=-v
+        done
+
+  windows:
+    name: Windows
+    runs-on: windows-latest
+
+    steps:
+    - uses: actions/checkout@v2
+      with:
+        fetch-depth: 1
+
+    - uses: ruby/setup-ruby@v1
+      with:
+        ruby-version: "3.0"
+
+    - run: rake build
+
+    - run: gem install pkg/*.gem
+
+    - run: ruby -r iruby -e "p IRuby::SessionAdapter.select_adapter_class"
+      env:
+        IRUBY_SESSION_ADAPTER: ffi-rzmq
+
+  macos:
+    name: macOS
+    runs-on: macos-latest
+
+    steps:
+    - uses: actions/checkout@v2
+      with:
+        fetch-depth: 1
+
+    - uses: ruby/setup-ruby@v1
+      with:
+        ruby-version: "3.0"
+
+    - run: rake build
+
+    - run: gem install pkg/*.gem
+
+    - run: ruby -r iruby -e "p IRuby::SessionAdapter.select_adapter_class"
+      env:
+        IRUBY_SESSION_ADAPTER: ffi-rzmq
diff --git a/.github/workflows/ubuntu.yml b/.github/workflows/ubuntu.yml
deleted file mode 100644
index e138c66..0000000
--- a/.github/workflows/ubuntu.yml
+++ /dev/null
@@ -1,69 +0,0 @@
-name: CI
-
-on:
-  push:
-    branches:
-    - master
-  pull_request:
-    types:
-    - opened
-    - synchronize
-    - reopened
-
-jobs:
-  test:
-    name: Test
-    runs-on: ${{ matrix.os }}
-
-    strategy:
-      fail-fast: false
-      matrix:
-        os:
-        - ubuntu-20.04
-        - ubuntu-latest
-        ruby:
-        - 3.0
-        - 2.7
-        - 2.6
-        - 2.5
-        - 2.4
-        - 2.3
-        - debug
-
-    steps:
-    - uses: actions/checkout@v2
-      with:
-        fetch-depth: 1
-
-    - uses: ruby/setup-ruby@v1
-      with:
-        ruby-version: ${{ matrix.ruby }}
-
-    - name: Install requirements on ubuntu
-      run: |
-        sudo apt update
-        sudo apt install -y --no-install-recommends \
-                 libczmq-dev \
-                 python3 \
-                 python3-pip \
-                 python3-setuptools
-        sudo pip3 install wheel
-        sudo pip3 install -r ci/requirements.txt
-
-    - run: gem install bundler
-
-    - run: bundle install --jobs 4 --retry 3
-
-    - name: Run tests
-      env:
-        PYTHON: python3
-        ADAPTERS: cztop ffi-rzmq pyzmq
-      run: |
-        for adapter in $ADAPTERS; do
-          export IRUBY_TEST_SESSION_ADAPTER_NAME=$adapter
-          bundle exec rake test TESTOPTS=-v
-        done
-
-    - run: rake build
-
-    - run: gem install pkg/*.gem
diff --git a/ext/Rakefile b/ext/Rakefile
new file mode 100644
index 0000000..1a3f516
--- /dev/null
+++ b/ext/Rakefile
@@ -0,0 +1,19 @@
+task default: :all
+
+task all: [:ensure_zeromq]
+
+task :ensure_zeromq do
+  begin
+    require 'ffi-rzmq'
+  rescue LoadError
+    require 'native-package-installer'
+    unless NativePackageInstaller.install(arch_linux: 'zeromq',
+                                          debian: 'libzmq3-dev',
+                                          freebsd: 'libzmq4',
+                                          homebrew: 'zmq',
+                                          macports: 'zmq',
+                                          redhat: 'zeromq-devel')
+      raise 'Failed to install ZeroMQ'
+    end
+  end
+end
diff --git a/iruby.gemspec b/iruby.gemspec
index 467300c..cb73f28 100644
--- a/iruby.gemspec
+++ b/iruby.gemspec
@@ -14,6 +14,7 @@ Gem::Specification.new do |s|
   s.executables   = s.files.grep(%r{^bin/}) { |f| File.basename(f) }
   s.test_files    = s.files.grep(%r{^test/})
   s.require_paths = %w[lib]
+  s.extensions    = %w[ext/Rakefile]
 
   s.required_ruby_version = '>= 2.3.0'
 
@@ -22,9 +23,12 @@ Gem::Specification.new do |s|
   s.add_dependency 'irb'
   s.add_dependency 'mime-types', '>= 3.3.1'
   s.add_dependency 'multi_json', '~> 1.11'
+  s.add_dependency 'native-package-installer'
 
   s.add_development_dependency 'pycall', '>= 1.2.1'
   s.add_development_dependency 'rake'
   s.add_development_dependency 'test-unit'
   s.add_development_dependency 'test-unit-rr'
+
+  s.metadata['msys2_mingw_dependencies'] = 'zeromq'
 end