If you use Cmder[1] as your terminal, and you install the full package, make is bundled with it and works exactly as you'd expect it to. I do this with a couple of cross platform Go projects, and make works nicely on macOS, Linux, and Windows.
Of course, this is less useful if it's a team project, because then everyone will have to install Cmder (or at least msys) to use the Makefile on a Windows system.