imlua_avi does not depends on im_wmv. But if the build aborted in im_wmv, then all other targets after im_wmv were not built also. See “im/src/Makefile”. You can build it manually.
Although mingw has libstrmiids needed to link the im_capture DLL, it does not have the Direct X files necessary to build it from source. But im_capture is totally independent of other IM libraries. So what you can do is to take the im_capture.dll from a Visual C++ distribution and use it to generate an import library for mingw. See “im/src/im_capture.mak”.