gcc-mingw-w64-i686 software package provides GNU C compiler for MinGW-w64 targeting Win32, you can install in your Ubuntu 16.04 LTS (Xenial Xerus) by running the commands given below on the terminal,
$ sudo apt-get update $ sudo apt-get install gcc-mingw-w64-i686
gcc-mingw-w64-i686 is installed in your system.
Make ensure the gcc-mingw-w64-i686 package were installed using the commands given below,
$ sudo dpkg-query -l | grep gcc-mingw-w64-i686 *
You will get with gcc-mingw-w64-i686 package name, version, architecture and description in a table
| Distro | Ubuntu 16 04 lts xenial xerus |
| Section | Development |
| Package | gcc-mingw-w64-i686 |
| Version | 5.3.1-8ubuntu3+17 |
| Description | GNU C compiler for MinGW-w64 targeting Win32 |
| Sub Section | Devel |