The cross compiler
Cross compiler (Windows executable produced on a Linux plateform)
Install from synaptic of the cross compilation environment
Package g++-mingw-w64-i686 (GNU C++ compiler for MinGW-w64 targeting Win32)
Package g++-mingw-w64-x86-64 (GNU C++ compiler for MinGW-w64 targeting Win64).
Compiles your sources into an executable for Windows (32 bits or 64 bits. You can have both versions of the compiler) on a Linux plateform.
On Ubuntu 18.04 64 bits this allowed both versions (32 and 64) of the same software to be happily produced.