What do you think about adding an example section in:
http://wiki.lazarus.freepascal.org/Cross_compiling_for_Win32_under_Linux:
Yes, it is good. And adding some screenshots is better.
If you want to give credit you should credit lots of people here in this forum especially Leledumbo, I learned cross-compiling from their postings.
My goal: build my own game engine using Lazarus
May I ask, what is the status of the game engine?
Short answer:
It is still too far from pre-alpha

, many necessary things have been researched.
Long answer:
Actually what I want to build is a game builder. To make it easier I divided it to several sub projects: Game Engine, Graphics Engine, several sub modules: data, audio, keyboard and mouse.
The Graphics Engine.
Inspired by QB64, I want users who use my game engine do not need to think about the hardware screen resolution. Similar to QB64, I have built my graphics engine that will automatically stretch the display when being resized. One issue was, text won't look good if the width and height aren't stretch proportionally. This issue has been solved.
The Editor.
I need a kind of TScrollBox/TTreeView to be used in the editor but the available components aren't suitable for my need. So, I have written a module to inherit and add more features to TScrollBox.
Data Module.
My database knowledge is weak. But I know good database systems (FireBird, SQLite, MySQL) require client library to be deployed or installed on users' computer, so they are not in my list. Dbf and Paradox are not in my list too, because I want all the game assets to be saved in a single file. So I wrote my own storage module. It already works, but some improvements still need to be added.
Target OS.
The game builder should be able to run on Linux and Windows, and I want it able to generate code that run on Android. I have learned to how to generate Android binaries. But I will need to research more on OpenGL ES2, which is a new thing to me.
Compiler or Intepreter.
I have done a lot of research about how compiler emit code, it's too advanced for my tiny brain now. So I decided to start with interpreter. I noticed many game builders actually are intepreter for it's own scripting language + graphics library + other modules. I noticed the files deployed by ZGameEditor are player engine + game data. I think it is in my capability do the similar thing.
Single File Deployment.
I managed to combined data files and binaries into a single binary. I barely tried it but it worked on my test. This is an interesting trick, you can read more here:
http://forum.lazarus.freepascal.org/index.php/topic,36674.msg244647.html#msg244647