I've been wanting to do something similar, and the problem has been that getting msys to perform an on-launch command does not appear to be part of its standard behavior. But it looks like I've found the parts needed to get this working.
Here's the page I found that describes adding the ability to run a command on msys launch:
http://osdir.com/ml/gnu.mingw.announce/2006-04/msg00023.htmlThe solution is around the middle of the page, and involves adding a bunch of lines to the msys.bat file, and appending "%COMMAND%" at the end of the line that begins with "start rxvt". Once that's done, you can issue a command for msys to execute when launching the shell. Such as, "msys make".
The thing is, their solution didn't allow me to pass multiple msys commands through the interface. (The accompanying text makes it look like it should handle it, but it didn't work for me). In any case, it led to another option that's a bit simpler if all you want to do is batch msys operations from SE. And multiple commands work fine here.
Make a copy of the original msys.bat, and rename it to something appropriate for the actual task you want to perform.
Find the line that begins with "start rxvt...".
Append the commands you want to execute directly into batch file, at the end of this line. Add "-c", and put your commands in double quotes thereafter. Separate multiple commands with ';'. If you want the shell window to stay open, append ";sh" to that. Without it, the commands will execute and the shell will close.
The line will look something like this:
start rxvt -backspacekey -sl 2500 -fg %FGCOLOR% -bg %BGCOLOR% -sr -fn Courier-12 -tn msys -geometry 80x25 -e /bin/sh --login -i -c "./configure;make;make install;sh"
Now if you edit your project properties, and change the build command line to the batch file that you created, it will build automatically from within SlickEdit. Depending upon your path settings, you may have trouble running the batch and/or msys finding its rxvt.exe component. What I did, was save my batch file in msys's directory, and tell SE to "Run from dir" from there.
The only remaining problem, is that while SE launches and complete the msys build process successfully now, it does not capture the output thereof. So I'm still not getting the benefits of linking build errors back to source code lines, and if anyone else can suggest a possible means to get past that one, I'd have a complete solution.