[docs] update link to MinGW-w64 site (#4606)

* Update README.rst

* Update README.md

* Update Installation-Guide.rst

R-package/README.md

@@ -113,7 +113,7 @@ By default, the package will be built with [Visual Studio Build Tools](https://v
 
 **MinGW (R 3.x)**
 
-If you are using R 3.x and installation fails with Visual Studio, `LightGBM` will fall back to using [MinGW](http://mingw-w64.org/doku.php) bundled with `Rtools`.
+If you are using R 3.x and installation fails with Visual Studio, `LightGBM` will fall back to using [MinGW](https://www.mingw-w64.org/) bundled with `Rtools`.
 
 If you want to force `LightGBM` to use MinGW (for any R version), pass `--use-mingw` to the installation script.
 

docs/Installation-Guide.rst

@@ -930,7 +930,7 @@ gcc
 
 .. _VS Build Tools: https://visualstudio.microsoft.com/downloads/
 
-.. _MinGW-w64: https://mingw-w64.org/doku.php/download
+.. _MinGW-w64: https://www.mingw-w64.org/downloads/
 
 .. _MPI: https://en.wikipedia.org/wiki/Message_Passing_Interface
 

python-package/README.rst

@@ -143,7 +143,7 @@ Build with MinGW-w64 on Windows
 
     pip install lightgbm --install-option=--mingw
 
-`CMake`_ and `MinGW-w64 <https://mingw-w64.org/>`_ should be installed first.
+`CMake`_ and `MinGW-w64 <https://www.mingw-w64.org/>`_ should be installed first.
 
 It is recommended to use **Visual Studio** for its better multithreading efficiency in **Windows** for many-core systems
 (see `Question 4 <https://github.com/microsoft/LightGBM/blob/master/docs/FAQ.rst#4-i-am-using-windows-should-i-use-visual-studio-or-mingw-for-compiling-lightgbm>`__ and `Question 8 <https://github.com/microsoft/LightGBM/blob/master/docs/FAQ.rst#8-cpu-usage-is-low-like-10-in-windows-when-using-lightgbm-on-very-large-datasets-with-many-core-systems>`__).