Link is broken.

Replacing apt-get for yum, or whatever your Linux distro uses.
yum is package manager for Fedora, so you don't need it.

CC=i586-mingw32msvc-cc ./configure && make
This should be run in terminal to build autotools-based project.

The simplest way will be to build Qt Libraries with MinGW in Linux (maybe prebuilt package will also work) and then configure Qt Creator to use this toolchain. AFAIR, there were some problems with default mingw32 and Qt, so we used MinGW-w64.