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Very quick note for something that usually takes me too long to find :)
sudo apt-get install mingw-w64
# C
i686-w64-mingw32-gcc hello.c -o hello32.exe # 32-bit
x86_64-w64-mingw32-gcc hello.c -o hello64.exe # 64-bit
# C++
i686-w64-mingw32-g++ hello.cc -o hello32.exe # 32-bit
x86_64-w64-mingw32-g++ hello.cc -o hello64.exe # 64-bit
from: https://arrayfire.com/cross-compile-to-windows-from-linux/