In order to build VTK, please follow the instructions here :
https://gitlab.kitware.com/vtk/vtk/blob/master/Documentation/dev/build.md
You will notice that Mingw is not listed as a supported compiler.
On windows we recommend visual studio + ninja. But pure visual studio is also supported.
Once you are able to build VTK, please follow this guide to be able to contribute :
https://gitlab.kitware.com/vtk/vtk/blob/master/Documentation/dev/git/develop.md