I've never been able to get it working with clang and ninja on windows. I'll probably go back and fight with it some more, and it's probably as much my fault as CMake's, but a tool that takes that much fighting can be improved.
... what does not work ? provided that you have your ninja and clang binaries in your path, `cmake -GNinja -DCMAKE_CXX_COMPILER=clang++.exe` works fine here