Error with Python when I trying to cross compiling a Qt project

Question

I'm trying to make a cross compilation of my c++ qt project using MXE. The environment is well configured and works fine, but not if there are a python code in.

My goal is build a static exe for Windows of my project under linux.

Actually, there is a similar question, but it's not the same...and it isn't answered.

There are some errors like that:

/usr/include/python3.6m/pyconfig.h:104:3: error: #error unknown multiarch location for pyconfig.h

Searching in pyconfig.h I can read:

(more architectures but not windows)
...
#elif defined(__gnu_hurd__)
# include <i386-gnu/python3.6m/pyconfig.h>
#else
# error unknown multiarch location for pyconfig.h
#endif

I understand that there aren't windows plattform defined and therefore I suppose that I may compile a static version of python for windows but I'm not sure.

Then, ¿whats is exactly my mistake and how could I to resolve it?