Release of Ruby 2.4.1.2.p111 (Issue #284) is now available.
This release includes RubyGems 2.6.12.
Since Ruby 2.4, RubyInstaller is based on MSYS2 toolchain. If you want to compile C based ruby gems, you will have to download and install all necessary MSYS2 build tools by typing the command ridk install using by the official installer.

You can find links to download these releases on the Ruby page.