Acquire LLD somehow. Either your distro provides it or you have to build it
You'll need an lld-link wrapper, which is just lld using the link flavor so
it accepts the same flags as link.exe. You may either have a binary called
lld-link, or you may have to write some sort of script to wrap lld.
If you want to be able to cross compile C/C++ as well, you will need to
obtain clang-cl, which is clang pretending to be cl.
You'll need libraries from an existing msvc installation on Windows to link
your Rust code against. You'll need the VC++ libraries from either VS 2015 or
VS 2017, and the system libraries from either the Windows 8.1 or Windows 10
SDK. Here are some approximate paths which may vary depending on the exact
version you have installed. Copy them over to your non-windows machine.
VS 2015: C:\Program Files (x86)\Microsoft Visual Studio 14.0\VC\lib
VS 2017: C:\Program Files (x86)\Microsoft Visual Studio\2017\Community\VC\Tools\MSVC\14.10.24728\lib
Windows 10 SDK: C:\Program Files (x86)\Windows Kits\10\Lib\10.0.14393.0
Windows 8.1 SDK: C:\Program Files (x86)\Windows Kits\8.1\Lib\winv6.3
If you want to cross compile C/C++ you'll also need headers. Replace lib in
the above paths with include to get the appropriate headers.
Set your LIB and INCLUDE environment variables to semicolon separated lists
of all the relevant directories for the correct architecture.
In your .cargo/config add [target.x86_64-pc-windows-msvc] linker = "lld-link"
or whatever your lld pretending to be link.exe is called.
For cross compiling C/C++, you'll need to get the gcc crate working
correctly. I never tested it to cross compile, I have no idea whether it will
even do anything sane.
Install the appropriate target using rustup and pass
--target=x86_64-pc-windows-msvc while building. Hopefully it works. If it
doesn't, well... I don't know.