Hi,
I can't tell much about Ubuntu specifically but there aren't many
mingw-w64-related packages in Ubuntu. I'm assuming you're not trying to
use mingw.org because it's 2016.
It would be useful that you mention which Ubuntu version you're using
because 12.04 has GCC 4.6.3 and mingw-w64 2.0.1 while 16.04 has GCC
5.3.1 and mingw-w64 4.0.4. There shouldn't be issues but it's possible
nonetheless.
There is a "mingw-w64" meta package (maybe not in all versions though)
that should give you a complete environment.
Apart from that, providing the error message(s) would be useful. :)
--
Adrien Nader