We are testing GCC 9.2.0 regularly at least. I also see a GCC 4.9.3 nightly runner.
The GCC 9.2.0 testing does build CMake and works. The GCC 4.9.3 testing is only driving the CMake test suite, but uses a CMake built by another compiler.
the KWSys 2021-05-07 update causes compilation errors
In particular, that update included KWSys MR 216, which added use of CreateSymbolicLinkW and SYMBOLIC_LINK_FLAG_DIRECTORY. They are part of the Windows SDK, and work with MinGW’s GCC 9.2.0 package, but perhaps older MinGW toolchains do not have the declarations in their Windows headers.