mGBA doesn't use Makefiles the way many other projects do--instead it uses CMake. If you have CMake installed, you'll need to do something like this (starting from the root):
But this may vary a bit since I don't know what the devKitPro environment on Windows looks like.
Code:
mkdir wii && cd wii
cmake .. -DCMAKE_TOOLCHAIN_FILE=../src/platform/wii/CMakeToolchain.txt -G "Unix Makefiles"
make
But this may vary a bit since I don't know what the devKitPro environment on Windows looks like.