So, I recently got KDevelop and I want to start coding something but, the first thing I want to fix is, how do I link CMake and MingW to KDevelop. Help would be appreciated very dearly.

What do you exactly mean with 'how do I link CMake and MingW to KDevelop' ?
You can configure in KDevelop where is the cmake executable and which compiler (Language support -> C/C++ Compilers) are known and then use them in projects.

Oh, i do apologise for not making this clear. I want to know how I can Use MinGW to execute code inside of KDevelop but I have tried to look through the whole Forum and have found nothing to help with my issue. Not even the Official KDevelop Website shows how to do that.

Did you found the place in KDevelop settings, where you can configure compiler?

Mmm, i think I have but when i click on Execute, an error message pops up which says "Could not load project management plugin KDevCMakeManagement"

You should read basics, how to use KDevelop and organize projects.
To compile one-file-projects, use "Quick compile" script. I'm also KDevelop beginner ...

Hmmm, seems like some of the Pages are under construction. Youtube does not help either.

Yes, the documentation on UserBase is not the best, Ask google for guides, tutorials, blogs and other articles and be patient on the "try and error" way ...

Alright, thank you