OK, I now successfully build gdb.exe and gdbserver.exe!
To handle the INT32_MAX and INT32_MIN macro definition issue, I just have:

#ifndef INT32_MIN
#define INT32_MIN INT_MIN
#endif

#ifndef INT32_MAX
#define INT32_MAX INT_MAX
#endif

Before
 
#if !(INT_MIN == INT32_MIN && INT_MAX == INT32_MAX)
# error "This file assumes that 'int' has exactly 32 bits. Please report your platform and compiler to <bug-gnulib@gnu.org>."
#endif

In either:
mybuildcpp\gdb\gdbserver\build-gnulib-gdbserver\import\inttypes.h
and
mybuildcpp\gdb\build-gnulib\import\inttypes.h

The total patch I use is in attachment.

Yuanhui Zhang