If you want to set up a toolchain from your Windows (host) computer to target any of the aforementioned platforms, you'll have to download the toolchain and
set your system's environment variable to package your application for Linux and ARM based environments. If this is your first time packaging UE4 projects for the
Linux platform, you'll also have to build the engine in Visual Studio for Linux. After working through the following steps, your host environment will be set up
to target any of the currently supported platforms.
Please make sure that you have a reliable Internet connection prior to following these steps. Depending on the speed of your
Internet connection, downloading the toolchain can take anywhere from a few minutes to a few hours.