I don’t know much about the state of cross-compiling in general, so maybe this is wishful thinking. That said, I’m still curious as this would make any sort of CI process so much cheaper.
I just realize there is now 3 sections in this forum now and this should go in Q&A. Can this be moved?
Looks like this question was also posted here.
There is no such functionality in UE. For cross compilation from Linux to Windows, you must use another engine like Unity which supports this functionality.