You are entirely out to lunch Graelig.
It's a pity that you can't figure out how to invoke nmake from the shell and that CMake is giving you a hard time and that you find it difficult to function without an IDE, but I guess you will survive.
You are asking why I would like to not use an IDE, and the reason is that it is much, much faster to just fire off a batch of commands instead of opening the IDE (takes a while to load), load the solution and all projects (takes even longer to load), wait for intellisense to do it's parsing, and then finally activate the project that you want to build, select the right configuration and hit build. Whew, that's a lot of waiting and clicking, isn't it?
Of course, when you are coding, then an IDE is great, because then you actually need the intelli-sense and the nice UI. Not when you just want to configure and build the damn thing. :)
I am not off-topic: if you are using an editor for programming then you need to call the build tools (nmake/make) from the shell. Could be Emacs, Sublime Text, Notepad++,..
Code::Blocks (which is an IDE) does call out to MinGW or Microsoft's build tools too, it's not as obvious as when you do it manually.