with mingw we can compile 3rd party project for windows on linux.

compile openssl for example:
参考： OpenSSL for Windows

1. setup cross compile environment.
   sudo apt-get install mingw-w64 binutils-mingw-w64

2. download openssl source code
   git clone https://github.com/openssl/openssl.git

3. cross compile with mingw
   cd openssl
   ./Configure —cross-compile-prefix=i686-w64-mingw32- mingw64 no-asm shared —prefix=xxx
   make
   make install

   ├── bin
   │ ├── c_rehash
   │ ├── libeay32.dll
   │ ├── openssl.exe
   │ └── ssleay32.dll
   ├── include
   │ └── openssl
   ├── lib
   │ ├── engines
   │ ├── libcrypto.a
   │ ├── libcrypto.dll.a
   │ ├── libssl.a
   │ ├── libssl.dll.a
   │ └── pkgconfig
   └── ssl

   ├── certs
   ├── man
   ├── misc
   ├── openssl.cnf
   └── private