The main problem with building Wt on Windows using Qt Creator is Creator's CMake support is poor.
Specifically, it does not provide a variable editor. These is how I would do it:
1. Start CMake GUI
1.1. In CMake GUI, configure the Wt source directory and Wt build directory
1.2. Click "Configure" and select "MinGW Makefiles". Make sure the first mingw32-make in path is the one you will use in Qt Creator.
1.3. Resolve all the missing library dependencies (OpenSSL, MySQL, Boost, etc)
1.4. Click "Configure" again.
1.5. When the configure step is done, click "Generate".
1.6. Close CMake GUI.
2. Start Qt Creator
2.1. Click "Open Project" and select the Wt source directory
2.2. For the build directory, make sure you use the same build directory you used in CMake GUI
2.3. Generate
3. Now you can build Wt from Qt Creator
I don't really see any advantage to using mingw32-make directly, or even using winstng ( http://www.gitorious.org/winstng ) with an invokation like "winst.bat -G "MinGW Makefiles\" (not tested).