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-D CMAKE_BUILD_TYPE=Release does nothing since the default build type is Release. Also, it should be enclosed in quotes "-D CMAKE_BUILD_TYPE=Release", otherwise the shell/cmake fails to properly interpret the arguments.
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Lean for Windows
A native Lean binary for Windows can be generated using msys2. It is easy to install all dependencies, it produces native 64/32-binaries, and supports a C++11 compiler.
Installing dependencies
The official webpage of msys2 provides one-click installers.
We assume that you install msys2 at c:\msys64.
Once installed it, you should run the "MSYS2 MinGW 64-bit shell" from the start menu.
It has a package management system, pacman, which is used in Arch Linux.
Here are the commands to install all dependencies needed to compile Lean on your machine.
pacman -S mingw-w64-x86_64-gcc mingw-w64-x86_64-mpfr mingw-w64-x86_64-ninja mingw-w64-x86_64-cmake git
Build Lean
In the msys2 shell, execute the following commands.
git clone https://github.com/leanprover/lean
cd lean
mkdir build && cd build
cmake ../src -G Ninja
ninja