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