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Then you setup a proper GNU environment, either mingw, cygwin or WSL, get the prereqs and start compiling with the proper target. You can see the used build recipe with the https://packages.msys2.org/package/mingw-w64-x86_64-gcc package. (ie https://github.com/msys2/MINGW-packages/tree/master/mingw-w64-gcc)
I have a Dockerfile here that goes through all the steps bootstrapping a Mingw-w64 toolchain from source: https://github.com/skeeto/w64devkit
NOTE:
The number of mentions on this list indicates mentions on common posts plus user suggested alternatives.
Hence, a higher number means a more popular project.