On Windows file names are not case sensitive, so the "W" works fine, but as I discovered this morning, if you're cross-compiling on Linux it matters very much, and mingw-w64 ships headers with lower case file names, in this case "wincrypt.h". Therefore, unless there's an objection I propose to lower case that "W".
+1. Regardless of the cross compiling, I believe using lowercase is more or less the convention on Windows for this.