To install i686-w64-mingw32-headers, run the following command in macOS terminal (Applications->Utilities->Terminal)
sudo port install i686-w64-mingw32-headers
To see what files were installed by i686-w64-mingw32-headers, run:
port contents i686-w64-mingw32-headers
To later upgrade i686-w64-mingw32-headers, run:
sudo port selfupdate && sudo port upgrade i686-w64-mingw32-headers
Reporting an issue on MacPorts Trac
The MacPorts Project uses a system called Trac to file tickets to report bugs and enhancement requests.
Though anyone may search Trac for tickets, you must have a GitHub account in order to login to Trac to create tickets.