cross compiling from ubuntu to windows

Hello, I’m really confused about cross compiling my application.

I’m using qwt and muParser libraries and everything works when compiling for ubuntu. But when I want to cross compile it to windows with mingw compiler it shows errors like : cannot find -lqwt-qt4
When I cross compile some basic app without using qwt or muParser everithing is ok.
Someone gave mw an advice to cross sompile also qwt and muParser, but how exactly I can do it if I downloaded my libqwt5-qt4-dev from Ubuntu Software Center?

Could anybody help me?
I appreciate any advice.