Pacman not available on fresh MSYS2 install

I just installed MSYS2 on windows 10 following instructions here : https://www.msys2.org/

After installation, a terminal opens, in which I type pacman -S mingw-w64-ucrt-x86_64-gcc

This results in an error "Command pacman, Shell Error: not found"

Why is pacman not installed? Why is this a popup window and not a error in the terminal?

I note that my prompt is a simple $ instead of <username>@<computername> UCRT64 ~, I do not know if this is related.

I have git-for-windows installed on the same computer, and wanted to install MSYS2 alongside with it to install minGW and a compilation environment. I emptied my ~ folder but it changed nothing.