All of that EXEs are generated under MSYS2 too, they are simply not installed by "make install" because they are examples or test tools, not meant for the end user.
Code:
# find . -name \*.exe -type f
./aomdec.exe
./aomenc.exe
./CMakeFiles/3.12.1/CompilerIdC/a.exe
./CMakeFiles/3.12.1/CompilerIdCXX/a.exe
./examples/aom_cx_set_ref.exe
./examples/decode_to_md5.exe
./examples/decode_with_drops.exe
./examples/lightfield_bitstream_parsing.exe
./examples/lightfield_decoder.exe
./examples/lightfield_encoder.exe
./examples/lightfield_tile_list_decoder.exe
./examples/lossless_encoder.exe
./examples/noise_model.exe
./examples/scalable_decoder.exe
./examples/scalable_encoder.exe
./examples/set_maps.exe
./examples/simple_decoder.exe
./examples/simple_encoder.exe
./examples/twopass_encoder.exe
./resize_util.exe
./tools/dump_obu.exe
Love the AppVeyor integration! Thanks!