mic probably means xeon phi, so that's likely for cross compiling to a xeon phi
device from a windows host. Based on the sizes of the .lib files, I take what I
said back, those probably are static libraries. I did this many months ago and
have a Make.user somewhere.
Before you spend too much time on this, how sure are you that MKL will make a
major difference over openblas on your application? openblas is close in
performance to MKl on many, but not quite all operations. In some cases it may
even be faster. Open source Julia is much better supported against openblas,
especially on Windows. There are avenues for commercial supported Julia as well.