This is sure simple if you follow the guide but it took a lot of hacking around to make this work on Debian/Ubuntu!
Now before you ask why bother running wine and python, the reason is because Python executables are NOT cross-platform. If you run pyinstaller in Linux, that binary will only run on Linux and the same if you do it in Windows. So it is preferable if you have a single environment that you can create Linux and Windows binaries from rather than running 2 separate........
How to compile in Windows/DOSMingW is a free compiler project so start here:
http://www.mingw.org/download.shtml#hdr2
I downloaded the core GCC compiler:
http://prdownloads.sf.net/mingw/gcc-core-3.4.2-20040916-1.tar.gz?download
But it's missing even the standard C runtime libraries like "stdio.h"!
You may also need to add environment variables from the DOS command line.
Here is a simpl........