After some digging I have found a useful built-in functions that is gcc specific.
The only problem is that this kind of functions are really limited ( basically you have only 2 functions, 1 for the CPU “name” and 1 for the set of registers )
an example is
#include <stdio.h>
int main()
{
if (__builtin_cpu_supports("mmx")) {
printf("\nI got MMX !\n");
} else
printf("\nWhat ? MMX ? What is that ?\n");
return (0);
}
and apparently this built-in functions work under mingw-w64 too.