create executable with ubuntu for windows

Question

I have a program that open an image with OpenGL.

In ubuntu I enter this command and it work fine.:

$ gcc main.c -o main -lglut -lGL -lGLU -lIL && ./main image.png

I not sure about this, I would like to run this program in windows (like an exe that we double click on it) and I tried this link to create an executable with mingw32 but here is the error I have :

$ x86_64-w64-mingw32-gcc -o main.exe main.c 
$ main.c:10:10: fatal error: IL/il.h: no such file or directory
 10 | #include <IL/il.h>
    |

Why x86_64-w64-mingw32-gcc don't recognize the library ?