I'm not an expert in CMAKE directives, but it reads to me as if all the MSWIN directives are for SVC., not for gcc/MSYS.
Would it be possible to throw a basic makefile for gcc into that branch, please; or at least clarify that the CMAKE file has been tested on that configuration.
I also wish to point out a slew of missing files:
libzcsound.dll, compiled for allegro 4.4, is missing, as are all of the *.a files for ag4.4. These should be in the libs/mingw path, but all of the files there are the old 4.4 files that Saffith last pushed on 3rd December, 2016. Those need updating to whatever you compiled. Putting all of the allegro deps in the package, or in a separate package, so that it is not mandatory for everyone to compile that beast and all its dependencies would be very useful, indeed.
As-is, I don't see how this can generate a makefile for mingw.