AFAIK, there is no make.exe that comes with CMake, so C:\Program File\CMake\bin\make.exe should not exist. That would explain why this make.exe seems to be broken.
It seems that you used mingw-get to install what is in C:\MinGW. Based on the contents of C:\MinGW\var\cache\mingw-get\packages\, you didn’t install the package for make. Once that package installed, you should have C:\MinGW\bin\make.exe, and you can do make.exe --help to verify that it can run.