How to install a library on mingw in linux

I am trying to compile my c++ code for windows with this command :

x86_64-w64-mingw32-g++ main.cpp -lSDL2 -lSDL2_image -lSDL2_ttf -o windows32.exe

but I get #include <SDL2/SDL.h> which I don’t get when compiling with g++.

How can I install these libraries for mingw in linux?