Cross compiling for linux on windows udev

I am attempting to build an application on windows to be used for Linux using the cross compiling method provided on the UE4 website. I am using a .so library that also require Linux’s udev system. Is this possible, or will I have to attempt to build it on a Linux machine?

Build log:
UATHelper: Packaging (Linux):   ------- Build details --------
UATHelper: Packaging (Linux):   Using toolchain located at 'D:/v16_clang-9.0.1-centos7/x86_64-unknown-linux-gnu'.
UATHelper: Packaging (Linux):   Using clang (D:/v16_clang-9.0.1-centos7/x86_64-unknown-linux-gnu\bin\clang++.exe) version '9.0.1' (string), 9 (major), 0 (minor), 1 (patch)
UATHelper: Packaging (Linux):   Using bundled libc++ standard C++ library.
UATHelper: Packaging (Linux):   Using lld linker
UATHelper: Packaging (Linux):   Using llvm-ar : D:/v16_clang-9.0.1-centos7/x86_64-unknown-linux-gnu\bin/llvm-ar.exe
UATHelper: Packaging (Linux):   Using old way to relink circularly dependent libraries (with a FixDeps step).
UATHelper: Packaging (Linux):   ------------------------------
UATHelper: Packaging (Linux):   Writing manifest to D:\wkspaces\UE4_Keylok\Intermediate\Build\Manifest.xml
UATHelper: Packaging (Linux):   Building UE4_keylok_Plugin...
UATHelper: Packaging (Linux):   Building 2 actions with 16 processes...
UATHelper: Packaging (Linux):     [1/2] UE4_keylok_Plugin-Linux-DebugGame
UATHelper: Packaging (Linux):     ld.lld: error: undefined symbol: udev_new
UATHelper: Packaging (Linux):     >>> referenced by hid.c
UATHelper: Packaging (Linux):     >>>               hid.o:(get_device_string.isra.0) in archive D:/wkspaces/UE4_Keylok/Plugins/KeylokCheck/Source/ThirdParty/Linux_x86_64/lib/libkfunc64.a
UATHelper: Packaging (Linux):     >>> referenced by hid.c
UATHelper: Packaging (Linux):     >>>               hid.o:(hid_enumerate) in archive D:/wkspaces/UE4_Keylok/Plugins/KeylokCheck/Source/ThirdParty/Linux_x86_64/lib/libkfunc64.a
UATHelper: Packaging (Linux):   
UATHelper: Packaging (Linux):     ld.lld: error: undefined symbol: udev_device_new_from_devnum
UATHelper: Packaging (Linux):     >>> referenced by hid.c
UATHelper: Packaging (Linux):     >>>               hid.o:(get_device_string.isra.0) in archive D:/wkspaces/UE4_Keylok/Plugins/KeylokCheck/Source/ThirdParty/Linux_x86_64/lib/libkfunc64.a
UATHelper: Packaging (Linux):   

Any help would be amazing,
Thanks,