Currently there is no way to use the buildscripts/winbuild.sh script to build executable on Windows. Because it's rather winebuild.sh, though it runs all the commands we need to run to build windows exe, it passes all them to wine.
If we rewrite the script to work on Windows, than we can do:
$ wine buildscripts/winbuild.sh
$ i386 wine buildscripts/winbuild.sh
on Linux.