Is it possible to build Games on Windows for mac?

You can´t do that. Its because the targeted platform´s API(Cocoa) which is needed to build an application for this particular platform is not available on the other OS. Even for iOS you need a Mac + Xcode(IDE) with an Developer Certificate to submit a app.

EDIT: ■■■■ didnt checked the date of the question, only saw the latest discussion.