Installing mingw32-make manually is definitely possible.
First, download the source package from the RTools repo using this link: https://cloud.r-project.org/bin/windows/Rtools/4.0/mingw64/mingw-w64-x86_64-make-4.2.1-2-any.pkg.tar.xz
Then, open up the RTools bash shell:
And run:
pacman -U path/to/mingw-w64-x86_64-make-4.2.1-2-any.pkg.tar.xz
For example, I download the source package to my Downloads folder, so the command for me was:
pacman -U Downloads/mingw-w64-x86_64-make-4.2.1-2-any.pkg.tar.xz
