I have had similar troubles.
Mine seems to compile but fails in the link. Unfortunately I cant really fathom the error messages.
Did you look in log/make_Release_stderr.log and log/make_Release_stdout.log?
Here is the last few lines of stdout.log
[ 76%] Building CXX object pcbnew/CMakeFiles/_pcbnew.dir/__/common/dialogs/dialog_page_settings.cpp.obj
[ 76%] Building CXX object pcbnew/CMakeFiles/_pcbnew.dir/__/common/base_units.cpp.obj
Linking CXX shared module _pcbnew.pyd
pcbnew\CMakeFiles\_pcbnew.dir\build.make:5480: recipe for target 'pcbnew/_pcbnew.pyd' failed
CMakeFiles\Makefile2:1000: recipe for target 'pcbnew/CMakeFiles/_pcbnew.dir/all' failed
Makefile:115: recipe for target 'all' failed
and stderr.log
io_mgr.h(517) : Warning 325: Nested class not currently supported (RELEASER ignored)
C:\KicadBuild\kicad-winbuilder-3-3\src\kicad\pcbnew\..\include\base_struct.h(332) : Warning 401: Nothing known about base class 'KIGFX::VIEW_ITEM'. Ignored.
pcb_plot_params.h(40) : Warning 401: Nothing known about base class 'PCB_PLOT_PARAMS_LEXER'. Ignored.
io_mgr.h(41) : Warning 401: Nothing known about base class 'std::map< std::string,UTF8 >'. Ignored.
io_mgr.h(41) : Warning 401: Maybe you forgot to instantiate 'std::map< std::string,UTF8 >' using %template.
In file included from C:/KicadBuild/kicad-winbuilder-3-3/env/python/include/Python.h:8:0,
from C:/KicadBuild/kicad-winbuilder-3-3/src/kicad/scripting/python_scripting.h:13,
from C:\KicadBuild\kicad-winbuilder-3-3\src\kicad\pcbnew\pcbframe.cpp:73:
C:/KicadBuild/kicad-winbuilder-3-3/env/python/include/pyconfig.h:759:0: warning: "HAVE_WCHAR_H" redefined [enabled by default]
#define HAVE_WCHAR_H 1
^
In file included from C:/KicadBuild/kicad-winbuilder-3-3/build/wxPython-cmake-mswu-gcc_dll_cm-3.0.0-win32/include/wx/debug.h:19:0,
from C:/KicadBuild/kicad-winbuilder-3-3/build/wxPython-cmake-mswu-gcc_dll_cm-3.0.0-win32/include/wx/defs.h:688,
from C:/KicadBuild/kicad-winbuilder-3-3/build/wxPython-cmake-mswu-gcc_dll_cm-3.0.0-win32/include/wx/wx.h:14,
from C:/KicadBuild/kicad-winbuilder-3-3/src/kicad/include/fctsys.h:7,
from C:\KicadBuild\kicad-winbuilder-3-3\src\kicad\pcbnew\pcbframe.cpp:32:
C:/KicadBuild/kicad-winbuilder-3-3/build/wxPython-cmake-mswu-gcc_dll_cm-3.0.0-win32/include/wx/chartype.h:52:0: note: this is the location of the previous definition
#define HAVE_WCHAR_H
^
..\common\libpcbcommon.a(ratsnest_data.cpp.obj):ratsnest_data.cpp:(.text+0x6ec9): undefined reference to `GOMP_loop_ull_guided_start'
..\common\libpcbcommon.a(ratsnest_data.cpp.obj):ratsnest_data.cpp:(.text+0x6f13): undefined reference to `GOMP_loop_ull_guided_next'
..\common\libpcbcommon.a(ratsnest_data.cpp.obj):ratsnest_data.cpp:(.text+0x6f1c): undefined reference to `GOMP_loop_end_nowait'
..\common\libpcbcommon.a(ratsnest_data.cpp.obj):ratsnest_data.cpp:(.text+0x6f87): undefined reference to `GOMP_parallel_start'
..\common\libpcbcommon.a(ratsnest_data.cpp.obj):ratsnest_data.cpp:(.text+0x6f94): undefined reference to `GOMP_parallel_end'
c:/kicadbuild/kicad-winbuilder-3-3/env/mingw-w64/mingw32/bin/../lib/gcc/i686-w64-mingw32/4.8.1/../../../../i686-w64-mingw32/bin/ld.exe: ..\common\libpcbcommon.a(ratsnest_data.cpp.obj): bad reloc address 0x2 in section `.text$_ZN5boost6detail17sp_counted_impl_pISt6vectorINS_10shared_ptrIN3hed4EdgeEEESaIS6_EEED1Ev[__ZN5boost6detail17sp_counted_impl_pISt6vectorINS_10shared_ptrIN3hed4EdgeEEESaIS6_EEED1Ev]'
collect2.exe: error: ld returned 1 exit status
mingw32-make[2]: *** [pcbnew/_pcbnew.pyd] Error 1
mingw32-make[1]: *** [pcbnew/CMakeFiles/_pcbnew.dir/all] Error 2
mingw32-make: *** [all] Error 2
From what I gather the windows building is not very stable at the moment. So I will wait.