Installing cmake with MinGW, MSYS2

[Maferep]

I'm intending to use Cx _Freeze to create a windows executable. CxFreeze has this library as a dependency. I already have cmake itself installed, but when saying:

pip install cmake

it fails to find wheels for Python 3.10, which is the available python version to install with pacman.

I would rather not install the build tools and just get functioning wheels if possible, as the docs say windows is supported. Could I get some suggestions for what to do?

Notes:
I already have the latest pip version.

How I installed, cmake, python and pip:
pacman -S mingw-w64-x86_64-cmake
pacman -Sy msys/python
pacman -S mingw-w64-x86_64-python-pip