I’m afraid you’ve hit the deprecated OCaml for Windows (see the deprecation announcement from 2021 on the site.
That repository has been partially maintained elsewhere (see Sunsetting opam-repository-mingw), but there’s no support for OCaml 5.x in it.
However, we released opam 2.2.0 this week! I’d suggest reversing the manual installation you did and heading over to [ANN] opam 2.2.0 is out! for the installation details 