Can I package Windows binaries while running under Linux?
No, this is not supported. Please use Wine for this, PyInstaller runs fine in Wine. You may also want to have a look at this thread in the mailinglist. In version 1.4 we had build in some support for this, but it showed to work only half. It would require some Windows system on another partition and would only work for pure Python programs. As soon as you want a decent GUI (gtk, qt, wx), you would need to install Windows libraries anyhow. So it's much easier to just use Wine.