Good! About your P.S. when you have done windeployqt on your .exe file, then every time after that, if you go into Qt Creator and edit/rebuild your program, then to be safe, you should run windeployqt again.
What is in general recommended for Windows developement MinGW or MSVC. What are the disadvantages and advantages of both version?
There's no such recommendation. These are both supported and which you use depends on your needs. Which is "better" depends largely on who you ask. Some considerations are as follow:
MSVC, as being MS product, has a better platform support and (reported by some people in some cases - yes, this is vague) a better code generation. Depending on what your project is, it will have better (or exclusive) integration with other MS-centric solutions, for example Visual Studio, MFC, .net etc. The debuggers (either built-in VS debugger or CDB) also provide a far better experience.
MinGW, as being Windows port of GCC, has a better c++11/14 conformance and is updated more frequently.
There are also 3rd party libraries that will support one or the other, or provide binaries for one and only source code for other, so you should check your dependencies when making toolchain decision.