How does one compile for Windows from Linux?

[Yang__Richard]

That is, crossing compiling with a target of Windows from an environment like those provided by WSL, MSYS2, Cygwin (or of course a 'real' Linux OS). I can't seem to figure out a way if it's at all possible. I realize that System Studio provides icc as a Windows executable, but I cannot figure out a way to target Windows like one would with Mingw-w64.

[Viet_H_Intel]

The Intel® C++ Compiler in System Studio is cross-build support; whereas the one in Parallel Studio is not.

https://software.intel.com/en-us/articles/intel-system-studio-embedded-features ;