What exactly you need?
Cross-compile is a process to produce on a machine executables that will run on other machines having OS and/or processors different from the the compiling one.
PellesC actually supports only one processor family (IA-32 and IA-64), and only one OS: MS-WIN.
Because each 64 bits machine can run 32bits executables we cannot strictly speak of cross-compilation when the code is produced for a 32bits processor on a 64bits machine.
In the past, when PellesC come with ARM processors support, there was some kind of cross-compilation, but only for MS-WIN OS.