package download failure
Well, your screen grab refers to a different file; assuming that your reference to make-3.82.9-2-mingw32-cvs-20120902-bin.tar is a typo, I've made the appropriate correction.
I do note that the screen grab indicates an HTTP status 500 error. This is a non-specific server error, which, more often than not, results from a temporary condition. I no longer use Microsoft Windows — Windows-10 is just so utterly and disgustingly user hostile as to defy description — but direct specification of the apparently offending download URL, as a wget target, is working just fine for me. Beyond suggesting that you try it again, there isn't much else I can suggest.
mingw-get failed to download the package make-3.82.90-2-mingw32-cvs-20120902-bin.tar