Take a look at xtrabytes examples, compile-win.sh which shows how to cross-compile the leveldb/memenv libraries https://github.com/borzalom/XtraBYtes/blob/master/compile-win.sh#L12 and xtrabytes-qt.pro which shows how to bind the environment variables to pick up the newly cross-compiled libraries: https://github.com/borzalom/XtraBYtes/blob/master/xtrabytes-qt.pro#L113

Just follow the examples, copynpasta, swapping out leveldb for secp256k1, (dunno if you need to add secp256k1 files to SOURCES and HEADERS, depends on how the interface to the library is implemented in your specific codebase). Begin edit-compile-debug cycle, hope it terminates successfully.

Cheers

Graham