cmake, doc: Update `build-windows-mingw.md` #1198

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The `brew link` step did not complete successfully

Treating cmake as a formula. For the cask, use homebrew/cask/cmake or specify the `--cask` flag.

cmake 3.29.5 is already installed and up-to-date. To reinstall 3.29.5, run: brew reinstall cmake

pkg-config 0.29.2_3 is already installed and up-to-date. To reinstall 0.29.2_3, run: brew reinstall pkg-config

libevent 2.1.12_1 is already installed and up-to-date. To reinstall 2.1.12_1, run: brew reinstall libevent

HOMEBREW_NO_INSTALLED_DEPENDENTS_CHECK is set: not checking for outdated dependents or dependents with broken linkage!