So, I stuck in problem with compiling and went here for your help if it's possible.
Offtop: I know, that there is similar topic http://forums.torque3d.org/viewtopic.php?f=12&t=713 here, but it is about v3.9, but I want to compile v3.10.1
Here is what I've done.
I found this page with compilation description http://wiki.torque3d.org/coder:compiling-in-windows and then tried to do all needed steps:
1. install DirectX SDK
2. install CMake
3. Visual Studio 2012 also were on my PC (also I've tried to do that with VS 2017 - the same effect)
4. tried to configure CMake-build and got errors (on the screen)

So, I really don't know where I can find such libs as: ALSA, AudioIO, SoundIO, .etc on my Windows-machine.
How can I get around this errors and get successfull compilation?
P.S.: sorry for my English, this is not my native language.