ld.exe: unrecognized option '-z' - gcc

Question

I followed this Buffer Overflow Exploit tutorial and wrote a small application to compile with gcc in my mingw32.exe. However, when I did, I got the following errors:
Liu.D.H#DESKTOP-KA8TQF4 MINGW32 ~
$ gcc vuln.c -o vuln -fno-stack-protector -m32 -z execstack
C:/msys32/mingw32/bin/../lib/gcc/i686-w64-mingw32/7.3.0/../../../../i686-w64-mingw32/bin/ld.exe: unrecognized option '-z'
C:/msys32/mingw32/bin/../lib/gcc/i686-w64-mingw32/7.3.0/../../../../i686-w64-mingw32/bin/ld.exe: use the --help option for usage information
collect2.exe: error: ld returned 1 exit status
Liu.D.H#DESKTOP-KA8TQF4 MINGW32 ~
$ gcc -c vuln.c -o vuln -fno-stack-protector -m32 -z execstack
Liu.D.H#DESKTOP-KA8TQF4 MINGW32 ~
$ ld -z execstack vuln.o -o vuln
C:\msys32\mingw32\bin\ld.exe: unrecognized option '-z'
C:\msys32\mingw32\bin\ld.exe: use the --help option for usage information
Liu.D.H#DESKTOP-KA8TQF4 MINGW32 ~
$ ld -v
GNU ld (GNU Binutils) 2.30
Liu.D.H#DESKTOP-KA8TQF4 MINGW32 ~
$ C:/msys32/mingw32/bin/../lib/gcc/i686-w64-mingw32/7.3.0/../../../../i686-w64-mingw32/bin/ld.exe -v
GNU ld (GNU Binutils) 2.30
Liu.D.H#DESKTOP-KA8TQF4 MINGW32 ~
$
I could find the execstack options in man ld and the version matched above.

Answer 1

The -z options are just not supported for Windows versions of ld. Check with ld --help. For Cygwin, it should not list -z options that are present when running the same command on a Linux system. I believe this is because options here are really only meaningful on Linux.
The -z execstack option (not the Linux tool of the same name) tells the Linux version of ld to turn off Data Execution Prevention (DEP) on the executable. This is done with flags in the ELF.
Windows DEP policy, on the other hand, is built into the OS nowadays. Here are some options to manage this yourself:
For individual programs on Windows 10:
Look for "Adjust the appearance and performance of Windows" in the Start Menu. (You can type "performance" and it will appear). This gives you a new dialog box.
Go to the third tab, "Data Execution Prevention".
Add/remove exceptions here
Call the WinAPI's SetProcessDEPPolicy depending on the OS's DEP setting. However, this has to be done in the program itself.
Use bcdedit via CMD to globally turn on/off DEP, but this is a bad idea. To quote the article:
Important DEP is a highly effective security feature that should not be disabled unless you have no alternative.
In short, when following tutorials for exploit exercises, often these are meant to be done on Linux machines. Run it on the proper OS, or for extra safety, run it on a VM. The same exploits can't be expected to work on Windows in the same way.
More on Windows DEP policy: See
How to make my program DEP-compatible?