These instructions were provided by The AllFather.

Notes

CRUZBIT OPENCL COMPILNG INSTRUCTIONS ON WINDOWS 10

Prerequisites:
AMD APP SDK 3.0+ // not sure if this is necessary, had it installed though

CMake: https://cmake.org/download/

An install of the Go language from https://golang.org/dl/

mingw32/all packages from win-builds: http://win-builds.org/doku.php/download_and_installation_from_windows

After installing these, add your CMake bin, Go bin, and Win-builds bin folder to your path environment variable.
For me, these were C:\Program Files\CMake\bin, C:\Go\bin, and C:\Win-builds\bin

Now clone the repository or download the master zip and extract it somewhere, open a command prompt window inside of it and run the following commands:
>cd opencl
>cp cruzbit.cl ..\client\
>mkdir build
>cd build
>cmake ..
>mingw32-make

This will compile a libcruzbit_ocl.dll and libcruzbit_ocl.dll.a file in the build folder, once it's done copy it to the client folder like this:
>cp libcruzbit_ocl.dll ..\..\client\
>cp libcruzbit_ocl.dll.a ..\..\client\

Now cd to the compile folder and attempt to build the OpenCL cruzbit client as normal:
>go build -tags opencl

Providing no errors are thrown, you should now have a client folder with the original main.go and README.md files, along with the cruzbit.cl file you copied from
the opencl folder, and the client.exe, libcruzbit_ocl.dll, and libcruzbit_ocl.dll.a files you just compiled.