Hello, 
I personnaly used mxe to cross compile from linux to windows (gtk2, cairo, camlimages) 
Mxe is a set of hundreds of C libraries cross-compiled, plus a few ocaml libraries. 
community is nice for support of C libraries, but would not be able to help you on ocaml packages. 

what C and ocaml libraries does your project depend on ? What build system do you use (ocamlbuild, Makefile, ...) 
This might be easy to use mxe, depending on your answers. 

Best regards, 
William