Qt5 on Windows uses a different runtime path layout as all other required open source packages. To fix this either it is required to patch Qt5 to follow standard unix path layout (data in share, modules in lib and so one) or to adapt KF5 cmake build system and all packaging. The latter requires much work. With KDE4 it is simple to generate a Windows package for example from a linux spec file (rename *.so to *.dll, dll files are located in 'bin' not in 'lib' and so on), but now you need to known exactly which dll is loaded by which component to decide where it has to be installed.
KF5 has since been adapted as far as I can tell to install things in the locations which Qt 5 expects. I checked for the Kate build at least (which drags in most Frameworks) and everything there appears to be going in bin/data/, with the only exceptions being CMake stuff (which Qt doesn't need to find, so it doesn't matter) This can be closed I think.