cd depends/
make download-win
sudo apt-get install g++-mingw-w64-i686 mingw-w64-i686-dev g++-mingw-w64-x86-64 mingw-w64-x86-64-dev
make HOST=x86_64-w64-mingw32 -j4
cd..
./configure --prefix=`pwd`/depends/x86_64-w64-mingw32
make

osboxes@osboxes:~/Downloads/rdm/depends$ make download-win
make: *** No rule to make target `download-win'. Stop.