I think MSYS should work as long as it gives a reasonable bash and sh shell to run scripts. 

I have attached the little script I use to run the ASDF tests on all the platforms. It's not automated yet to detect which OS you are on - you just have edit the script manually to uncomment the executable(s) for the platform you are currently testing. 

Basic instructions to run the tests:

1. Establish a directory to be the root of your testing area.

2. cd to this directory.

3. git clone git://common-lisp.net/projects/asdf/asdf.git

4. put the attached script into this directory

5. edit the script to point to your LWW console image

6. ./run

7. observe the output in ./asdf/build/results/lispworks.text

8. If interesting, report the output to asdf-devel@common-lisp.net

Best Regards,

 Dave