Is it possible to compile an exe file from linux?

Question

CMake

Good day! Let's say there is an ultralight library that is declared as cross-platform. But the instructions describe the assembly method for each system, from under itself, that is, for linux, you need to assemble from linux, for windows from under Windows, respectively. This project is built on cmake, here is an example assembly code:

mkdir build
cd build
cmake ..
cmake --build . --config Release

Is it possible how to make an assembly from one system, in particular Linux for all other OS. Won't there be problems with libraries missing directives?

Answer 1

sudo apt-get install mingw-w64

Answer 2

"For everyone else" - will not work. Specifically for Windows - it will work, it's called cross-compilation, there are a lot of guides on the Internet, choose any one.
For Mac, only install a virtual machine, as far as I remember, and under Windows this is the easiest way, after that comes Wine. I once saw how Qt was installed there, and it worked fine. But it's not all b.