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Things may work for you, or may not. Things may never work because of huge differences between Linux and Windows. Or things may work in future, if you report the problem on GitHub or GitLab. If you don't have an account on one of those or you'd prefer to communicate privately you can email rmy@pobox.com.
You need a MinGW toolchain and a POSIX environment. I cross-compile on Linux. On Fedora the following should pull in everything required:
On Microsoft Windows you can install w64devkit. Get the -i686 variant for a 32-bit build. Unzip the file and run w64devkit/w64devkit.exe.
On either Linux or Windows the commands make mingw64_defconfig or make mingw32_defconfig will pick up the default configuration. You can then customize your build with make menuconfig or by editing .config, if you know what you're doing.
