August 24, 2021
It has been updated to the latest version.

MINGW64 ~
$ cmake-gui –version
cmake version 3.21.1
CMake suite maintained and supported by Kitware (kitware.com/cmake).

But still error as below:

$ cmake-gui
C:/msys64/mingw64/bin/cmake-gui.exe: error while loading shared libraries: zlib1.dll: cannot open shared object file: No such file or directory

Finally found that the installation of qt5 can be solved

pacman -S mingw-w64-x86_64-qt5
resolving dependencies…
looking for conflicting packages…
Packages (16) mingw-w64-x86_64-assimp-5.0.1-11  mingw-w64-x86_64-dbus-1.12.20-3  mingw-w64-x86_64-double-conversion-3.1.5-1  mingw-w64-x86_64-icu-debug-libs-68.2-3  mingw-w64-x86_64-libgcrypt-1.9.2-2
mingw-w64-x86_64-libgpg-error-1.42-1  mingw-w64-x86_64-libmng-2.0.3-4  mingw-w64-x86_64-libmysofa-1.2-1  mingw-w64-x86_64-libxslt-1.1.34-4  mingw-w64-x86_64-minizip-git-1.2.445.e67b996-2  mingw-w64-x86_64-openal-1.21.1-2
mingw-w64-x86_64-pcre2-10.36-1  mingw-w64-x86_64-qtbinpatcher-2.2.0-4  mingw-w64-x86_64-xpm-nox-4.2.0-6  mingw-w64-x86_64-z3-4.8.9-2  mingw-w64-x86_64-qt5-5.15.2-10
Total Download Size:   223.16 MiB
Total Installed Size:  873.75 MiB
…………………………

then re-run:

cmake-gui

You will be able to value the dialog box of the gui pop-up!