Given the recent discussion in libxslt#40 (closed), a reasonable alternative to building all dependencies for MSVC in CI seems to be to disable them. This way, MSVC shared and static builds still get tested and the binaries are provided as artifacts. I can add a similar PR for libxslt if this is ok, which should fix the open issue.
The current CMake binary is downloaded from GitHub as it is not available in the runner, but gets cached for further builds.
Also fixes MinGW-w64 static build (missing quotes in PowerShell).