It is relatively easy to combine artifacts (static/shared libraries) produced by MSVC and MinGW (this applies to other C compilers in general) as long as they export pure C API. This makes C API to be very portable and that's one of the main reasons why so many popular libraries still prefer to use pure C API.
The story with C++ is completely different. The most notorious obstacles for proper interoperability between artifacts produced by different C++ compilers are differences in name mangling and application binary interface (ABI). This applies to all C++ compilers in general, and not only MinGW and MSVC. If you want to learn more about interoperability pitfalls between MSVC and MinGW in particular, I encourage you to read the following articles: