Did I set up the project correctly with the MinGW compiler (CLion)

Installed MinGW via msys2:

1. compiler
   pacman -S mingw-w64-x86_64-gcc
2. make
   pacman -S mingw-w64-x86_64-make
3. gdb.
   
   

Added paths to system variables:

C:\msys64\mingw64\bin
C:\msys64\usr\bin

Toolchain minGW

The tulchain is valid, the project is being built.

Problem

I try to fail in std:: cout.
Fails, but the message pops up:

This file does not belong to any project target, code insight features might not work propely

In Visual Studio, there is no such thing, for example, I use MinGW and CLion for the first time.

The file iostream is located in C:\msys64\mingw64\include\c++\10.2.0

Questions

1. Does this message mean that the header is not in the project ?
2. Is this normally considered or did MinGW put it crookedly ?
3. Is it possible to transfer a header with all the dependent headers from the CLiona itself to project, for example the same iostream ?

CMakeList.txt

cmake_minimum_required(VERSION 3.17)
project(hello)

set(CMAKE_CXX_STANDARD 14)

set(SOURCE_FILES main.cpp)

add_executable(hello ${SOURCE_FILES})

Main.cpp

#include <iostream>

int main() {
    double x;
    std::cin >> x;
    std::cout << "Hello, World! " << x << std::endl;
    return 0;
}