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Answering my own question here.

Here are the steps I followed...

1. Download OpenCV, MinGW, CMake. Install MinGW and CMake.
2. Run the OpenCV<version>.exe file. It'll ask you for the extraction location (I chose C:)
3. Then open cmake gui and choose the location "C:/opencv/sources" for source directory ,and choose whatever build (destination) directory you want. (I chose "C:/opencv-mingw")
4. Configure. Use default native compiler. Choose "MinGW Makefiles" as the compiler.
5. After hitting "Configure", I made sure that all the options under "BUILD_opencv_..." where checked. As berak told me, if you want seperate, individual libraries, uncheck "BUILD_opencv_world" option.
6. Hit "Generate".
7. Open CMD, and navigate to the build (destination) folder.
8. Type mingw32-make or mingw-make, whatever does the job.
9. Let the building take its sweet time.
10. After the building process is complete, type mingw32-make install or mingw-make install, whatever your CMD understands.
11. Done.

P.S. - If you want to build the supplied example files as well, check the BUILD_EXAMPLES option in step 4.

Answering my own question here.

Here are the steps I followed...

1. Download OpenCV, MinGW, CMake. Install MinGW and CMake.
2. Run the OpenCV<version>.exe file. It'll ask you for the extraction location (I chose C:)
3. Then open cmake gui and choose the location "C:/opencv/sources" for source directory ,and choose whatever build (destination) directory you want. (I chose "C:/opencv-mingw")
4. Configure. Use default native compiler. Choose "MinGW Makefiles" as the compiler.
5. After hitting "Configure", I made sure that all the options under "BUILD_opencv_..." where checked. As berak told me, if you want seperate, individual libraries, uncheck "BUILD_opencv_world" option.
6. Hit "Generate".
7. Open CMD, and navigate to the build (destination) folder.
8. Type mingw32-make or mingw-make, whatever does the job.
9. Let the building take its sweet time.
10. After the building process is complete, type mingw32-make install or mingw-make install, whatever your CMD understands.
11. Done.
12. You'll find your libraries at "<build-directory>/install/x86(or x64)/mingw/bin". Alternatively, you can also find them at "<build-directory>/bin" folder. Includes are present in the "<build-directory>/install/include" path. Set this path as the default include path.

P.S. - If you want to build the supplied example files as well, check the BUILD_EXAMPLES option in step 4.

Answering my own question here.

Here are the steps I followed...

1. Download OpenCV, MinGW, CMake. Install MinGW and CMake.
2. Run the OpenCV<version>.exe file. It'll ask you for the extraction location (I chose C:)
3. Then open cmake gui and choose the location "C:/opencv/sources" for source directory ,and choose whatever build (destination) directory you want. (I chose "C:/opencv-mingw")
4. Configure. Use default native compiler. Choose "MinGW Makefiles" as the compiler.
5. After hitting "Configure", I made sure that all the options under "BUILD_opencv_..." where checked. As berak @berak told me, if you want seperate, individual libraries, uncheck "BUILD_opencv_world" option.
6. Hit "Generate".
7. Open CMD, and navigate to the build (destination) folder.
8. Type mingw32-make or mingw-make, whatever does the job.
9. Let the building take its sweet time.
10. After the building process is complete, type mingw32-make install or mingw-make install, whatever your CMD understands.
11. Done.
12. You'll find your libraries at "<build-directory>/install/x86(or x64)/mingw/bin". Alternatively, you can also find them at "<build-directory>/bin" folder. Includes are present in the "<build-directory>/install/include" path. Set this path as the default include path.

P.S. - If you want to build the supplied example files as well, check the BUILD_EXAMPLES option in step 4.