which mingw is it, exactly ? (g++ --version, please)
(you need a version, that supports posix threads,
else it does not have the resp. mutex headers)
also, just saying, since there is NO mingw containing MSMF
support code, you need to disable :
WITH_MSMF=OFF WITH_OBSSENSOR=OFF
and , maybe (idr) also disable hdf/exr support:
WITH_OPENEXR=OFF BUILD_OPENEXR=OFF