Probably the best option for easy windows cross compilation.

Full instructions here: https://mxe.cc/

git clone https://github.com/mxe/mxe.git

# Basic mingw32
make -j cc
# USB/FTDI libs for openocd
make -j libusb1 libftdi1

export PATH=/xxx/mxe/usr/bin:$PATH

i686-w64-mingw32.static-gcc

Example of use:

• compile OpenOCD