Cross-compiling from Linux to Windows with Clang

Your best option to develop Window binaries using clang is Mingw-w64, as you need more than just a compiler to compile for another system. You also need a linker for that system as well as libraries to link against, so basically you need an SDK for the platform you are targeting and Mingw-w64 comes with everything you require.

https://www.mingw-w64.org/downloads/

You can install it on a Linux system or macOS system and cross compile or you can install it directly on a Windows system and compile natively, without the requirement to have anything like the SDK of Visual Studio (VS). Actually the same code should compile with any installation of Mingw-w64 regardless of the system you are using for building it.

Please note that Mingw does not give you a POSIX API on Windows. You will have the standard C/C++ API available that every platform must support and for everything else, you have to use native Windows API just like you'd have to when developing software with VS. As not everyone may understand what I've just said, here's an example:

You can use fopen() to open a file as that is a standard C API function that every platform supports. But you cannot use open() to open a file, as that is a POSIX function defined in unistd.h and this header doesn't natively exist on Windows (not unless you have installed a POSIX subsystem which is not even available for all Windows version).

In Windows you have windows.h and instead of fopen() you can use the function CreateFile(), which despite its name does not always create a file, it can also open existing ones for reading, and then you will get a HANDLE that you need to pass to CloseHandle() once you are done with it (which is like close() on UNIX systems).

If you would like to get a POSIX-like API on Windows with no requirement of users having to install one, so you can share the same code between your Windows and Linux projects, appropriate wrappers do exist for that but that is not related to the compiler or SDK you are using. These are just Windows libraries you are liking against and that implement some fraction of the POSIX API on top of the Windows API; which sometimes comes with caveats. It's the opposite of Wine which implements most of the Windows API on top of POSIX and other native system APIs.

So you see, what makes porting C/C++ code hard is not the language itself but the libraries that act as a layer between your code and the system below it, as they differ from system to system, even between POSIX or POSIX-like systems. There are fundamental differences between Linux, FreeBSD, and macOS, despite the fact that they share a lot of the same API, too. And if you want to test your Windows binaries after the build, you either need a real Windows environment to do so or at least an emulated one like Wine does provide.

I've installed mobaxterm on my windows 10 machine. There is a free version. It provides an xserver. It contains an installation of cygwin and you can start a local terminal. you just type: apt-get install clang and clang is ready to compile and finds stdio.h without complaining.

But if you intend to run the resulting executable not on mobaxterm/cygwin but inside windows itself, you need to compile with mingwin instead.