cmake.yml shows how to install the relevant toolchain package for each msystem choice. See the MSYS2 documentation for explanations on the different msystem options available.

See msys2/msys2.github.io#144.

Compared to the GitHub Actions CMake examples/templates (see actions/starter-workflows: ci/cmake.yml), ${{github.workspace}} cannot be used directly for specifying an absolute path. That is spelled out with backslashes, which don't work as intended when interpreted by the bash shell. Instead, use either of:

Use relative paths (the run commands start out with ${{github.workspace}} as the current working directory anyway).
Use cygwin -u to convert the backslashed into forward slashes.

PKGBUILD

PKGBUILD.yml is a Reusable Workflow to build and test a package in GitHub Actions using a PKGBUILD recipe. Tool.yml shows how to use it from any repo. As an example, the dummy TOOL in subdir pkgbuild is built and tested.