I tried Jenkins once before locally. From what I remember, it wouldn’t let me cross-compile my project from Windows to Linux and vice-versa.
If you don’t have access to a Windows machine, the only suggestion I have is to find a cloud Windows machine to compile your project. I’ve used Github Actions before, I can recommend them as a learning experience. If your project is private you can use Github Actions for free, but they have limits.
I’m not aware of many alternatives. I tried Docker in the past, as I thought it would make a Virtual Box of another OS, so I’d be able to compile my project there, but I run into issues trying to cross-compile again, so I gave up.