MinGW is not a Microsoft-related product, so you won't find information about that there.
You're looking for a GNU compiler option on Microsoft's website?
I didn't realize that it was specific to the compiler... So then what do you do with the Visual Studio C/C++ compiler(s) to get rid of the command window?
** EDIT **
It helps a lot to know that there are compiler specific instructions. Why though do they still use -mwindows and -mconsole...
Following are the results of my search of an explanation for -Wl,-subsystem,windows...
(option in the above examples is -subsystem,windows which is split into -subsystem windows)
Pass option as an option to the linker. If option contains commas, it is
split into multiple options at the commas.*
(which in the above example is windows)
Specifies the subsystem under which your program will execute. The legal
values for which are native, windows, console, posix, and xbox. You may
optionally set the subsystem version also. Numeric values are also
accepted for which. [This option is specific to the i386 PE targeted port
of the linker]**
It was also helpful to search the output from MinGW's gcc -v --help for -mwindows.
* GCC Link Options
** ld Options