So, all you want to do is compile an executable for windows x86 architecture...that isn't hard, there are plenty of compilers which support this even on linux and mac. ;)
I didn't want to emphasize the question of 32 or 64 bit, I wanted to emphasize the question of "do you just want to know how to build for windows (on either of the popular archetectures)?"
Platform Independent means you can use the same code to compile for any platform without any changes having to be made.
If your game's code is platform independent you can use it under Linux, Mac, and Windows.
CodeKiddy, have you done any reasearch on "game libs" to be sure of that? Most of the time there are Graphics Libraries and Physics Engines - I've never heard of anything that fits the category of a Generic Game Library.