Tested on Windows 10 x64, should also work to build hashcat for Windows on Linux.
I had it tested with WSL2 using Ubuntu_2004.2020.424.0_x64.appx.
Make sure to have the system upgraded after install (otherwise it will fail to find the gcc-mingw-w64-x86-64 package).
### Installation ###
Enable WSL.
Press the win + r key on your keyboard simultaneously and in the "Run" popup window type bash and make sure to install additional dependencies necessary for hashcat compilation
```
sudo apt install g++-mingw-w64-x86-64 make git
sudo apt install gcc-mingw-w64-x86-64 g++-mingw-w64-x86-64 make git