Do you have other installations of MinGW on the machine that might conflict with the GNUstep's installation? This includes standalone MinGW, Code::Blocks, Dev-Cpp, CodeLite, etc.
This is the only thing that comes to my mind, since obviously libstdc++-6.dll that gets used isn't the one that GNUstep expects. You'll want to search your machine for other versions of this binary.
Alternatively, I would highly, highly recommend using a UNIX-like system in a virtual machine. Ubuntu and FreeBSD are good options.