I don't mean tabbed completion. I mean tabs like what firefox, chrome etc have, that you can switch between.
If I'm understanding you correctly, you're looking for a tabbed interface for multiple bash shells, right? If so, you could use Console2 to host your mingw windows. I use it for Cygwin and it works great! Just configure each tab in Console2 to start the MinGW bash shell.
GNU screen would do what you want, but a quick Google search seems to indicate that there's not currently a Cygwin or mingw build of the tool.