FindOpenMP does not find MinGW's OpenMP libraries
Using OpenMP with MinGW requires linking to libgomp_61-1.dll, so it would be helpful if this module found that library. This is useful for distributing the library with CPack.
I found a version of FindOpenMP.cmake from VTK which has a similar feature for MSVC, and added this MinGW functionality to it FindOpenMP.cmake.
This does not resolve the issue of distributing the other possible MinGW dependencies, but since this one is only required if OpenMP is used, it seemed appropriate for the OpenMP module.