I have configured the makefile.mk correctly to use this compiler

As ww has noted, this is a 32-bit compiler - which means you'll need to configure the makefile.mk in accordance with that.

generate_uudmap.exe cannot start up because libgcc_s_sjlj-1.dll is missing.

libgcc_s_sjlj-1.dll is probably not in the 'bin' folder, so you'll need to add the folder that contains that dll to the path.
I think it's located in mingw\lib and/or (something like) x86_64-w32-mingw32\lib. (I think they're both the same, so it shouldn't matter which one gets found.)
I plonked a copy of libgcc_s_sjlj-1.dll into my bin folder, so I didn't have to modify the path ... but apparently that's *not* the recommended fix ;-)

Cheers,
Rob