Document or link showing examples of cross-compiling external libs

[henryiii]

It is possible to also add to documentation information on how cross-compile external libraries or some links to such documents? I one project (https://github.com/czaki/imagecodecs_build) time of external libraries build is ~30 min, so I prefer to build it once per architecture.

Originally posted by @Czaki in https://github.com/pypa/cibuildwheel/pull/704#issuecomment-850854850