Inside this wiki page:
https://gitlab.haskell.org/ghc/ghc/wikis/building/preparation/windows  

... there is a link to the latest cabal release. The link is:
https://www.haskell.org/cabal/release/cabal-install-2.4.1.0/cabal-install-2.4.1.0-${arch}-unknown-mingw32.zip  

That link is not valid. It should be something like:
https://downloads.haskell.org/cabal/cabal-install-2.4.1.0/cabal-install-2.4.1.0-${arch}-unknown-mingw32.zip

The latter link is taken from https://www.haskell.org/cabal/download.html.