In addition to the autogen.sh, I tried "make -f makefile.mingw" (with ASIOSDK2 in asio folder) but I get this:

gcc  -shared  -o pd.dll g_canvas.o g_graph.o g_text.o g_rtext.o g_array.o g_temp
late.o g_io.o g_scalar.o g_traversal.o g_guiconnect.o g_readwrite.o g_editor.o g
_all_guis.o g_bang.o g_hdial.o g_mycanvas.o g_numbox.o g_toggle.o g_hslider.o g_
vumeter.o m_pd.o m_class.o m_obj.o m_atom.o m_memory.o m_binbuf.o m_conf.o m_glo
b.o m_sched.o s_main.o s_inter.o s_file.o s_print.o s_loader.o s_path.o s_entry.
o s_audio.o s_midi.o s_utf8.o d_ugen.o d_ctl.o d_arithmetic.o d_osc.o d_filter.o
 d_dac.o d_misc.o d_math.o d_fft.o d_fft_mayer.o d_fftroutine.o d_array.o d_glob
al.o d_delay.o d_resample.o x_arithmetic.o x_connective.o x_interface.o x_midi.o
 x_misc.o x_time.o x_acoustics.o x_net.o x_qlist.o x_gui.o x_list.o d_soundfile.
o g_vslider.o g_vdial.o  s_audio_pa.o s_audio_paring.o s_audio_mmio.o s_midi_mmi
o.o ../../pd/portaudio/src/common/pa_stream.o ../../pd/portaudio/src/common/pa_t
race.o ../../pd/portaudio/src/common/pa_process.o ../../pd/portaudio/src/common/
pa_front.o ../../pd/portaudio/src/common/pa_dither.o ../../pd/portaudio/src/comm
on/pa_cpuload.o ../../pd/portaudio/src/common/pa_converters.o ../../pd/portaudio
/src/common/pa_allocation.o ../../pd/portaudio/src/common/pa_ringbuffer.o ../../
pd/portaudio/src/os/win/pa_win_coinitialize.o ../../pd/portaudio/src/os/win/pa_w
in_hostapis.o ../../pd/portaudio/src/os/win/pa_win_util.o ../../pd/portaudio/src
/os/win/pa_win_waveformat.o ../../pd/portaudio/src/hostapi/wmme/pa_win_wmme.o ..
/../pd/portaudio/src/hostapi/asio/iasiothiscallresolver.o ../../pd/portaudio/src
/hostapi/asio/pa_asio.o ../../pd/asio/ASIOSDK2/common/asio.o ../../pd/asio/ASIOS
DK2/host/asiodrivers.o ../../pd/asio/ASIOSDK2/host/pc/asiolist.o ../portmidi/pm_
common/portmidi.o ../portmidi/pm_common/pmutil.o ../portmidi/porttime/porttime.o
 ../portmidi/porttime/ptwinmm.o ../portmidi/pm_win/pmwin.o ../portmidi/pm_win/pm
winmm.o -lm -lwsock32 -lwinmm -lole32 -lpthreadGC2 \
                -Wl,--export-all-symbols -Wl,--out-implib=pd.a;
../../pd/portaudio/src/hostapi/asio/iasiothiscallresolver.o:iasiothiscallresolve
r.cpp:(.rdata$_ZTI21IASIOThiscallResolver[__ZTI21IASIOThiscallResolver]+0x0): un
defined reference to `vtable for __cxxabiv1::__si_class_type_info'
../../pd/portaudio/src/hostapi/asio/iasiothiscallresolver.o:iasiothiscallresolve
r.cpp:(.rdata$_ZTV8IUnknown[__ZTV8IUnknown]+0x8): undefined reference to `__cxa_
pure_virtual'
c:/mingw/bin/../lib/gcc/mingw32/4.7.2/../../../../mingw32/bin/ld.exe: ../../pd/p
ortaudio/src/hostapi/asio/iasiothiscallresolver.o: bad reloc address 0x8 in sect
ion `.rdata$_ZTV8IUnknown[__ZTV8IUnknown]'
collect2.exe: error: ld returned 1 exit status
make: *** [pd.dll] Error 1