Wow TIL cross compilation is a bit of a pain in Rust. I assumed it was as easy as Go. I can confirm as long as you're using pure Go (no cgo), it's as easy as setting $GOOS and $GOARCH appropriately.
That said, I am unfamiliar with any licensing for Windows builds.
MacOS has some niche (usually discarded) technicalities like you can only use the SDK on Apple hardware.