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Hey, I have compiled my fork of Minetest found at http://github.com/blokel/blokel

It works great on Ubuntu, and it ran great, but when I compile it for Windows, I get NO DLL's found in the folder. Then when I move the Minetest dll's in, it says I need freetype6.dll, and then after that, it displays this message:

"the procedure entry point _zn3irr4core14identitymatrixe could not be found located in the dynamic link library irrlicht.dll"

What's going on?

You're using different irrlicht dlls from the files you included, probably. Check Irrlicht versions.
Have you tried the build bot / cross compiler?

It's exactly how rubenwardy said. Include the correct DLLs and their Libs in CMake.
When you get linking errors, you've selected the wrong libs.
If that doesn't work, build it only with Irrlicht and zlib and see if that works.