Now I would also like to install libc++ (otherwise what's the point in clang?) and I am not sure how to proceed.
Should I just use wget on the link below, or is there a smarter way?
libc++ is not currently supported in Windows.
So i would reccomend to use the gcc library(MinGw) and using clang.
You will have the standard library and the new c++11 functionality.
From what I can see, libc++ is not yet supported on windows, but they are actively working towards it. Here are the most recent failure results: http://libcxx.llvm.org/results.Windows.html