Updated CONTRBUTING.md file

CONTRIBUTING.md

@@ -69,6 +69,18 @@ In various packages we use `CPP` pragmas to compile different code depending
 on the target architecture.  Using `haskell.nix` cross compilation pipeline
 is very helpful to diagnose build time compiler errors.
 
+#### Cross Compilation
+
+Nix allows to build Windows native executables on Linux, e.g. to build
+`network-mux:lib:network-mux` component one can run this command:
+
+```bash
+nix build .\#hydraJobs.x86_64-linux.ghc810-x86_64-w64-mingw32.packages.network-mux:lib:network-mux
+```
+
+Not all components are available in cross compilation right now.  All the
+test components are disabled in `./scripts/ci/cabal.project.local.Windows.CrossCompile`.
+
 ### Running tests with cabal
 
 To run all tests from a particular component use the following command, in this