I am cross compiling on linux for mingw. Since wine is installed and generated executables can be run, configure sets CROSSCOMPILING=false. But Makefile.am does not take into account that EXEEXT=.exe. To make compilation succeed, I had to apply the following patch:

*** curl-7.48.0/scripts/Makefile.am 2016-03-22 08:15:38.000000000 +0100
--- curl-7.48.0-bodo/scripts/Makefile.am 2016-04-18 15:29:08.000000000 +0200

*** 31,37 ****
@echo "NOTICE: we can't generate zsh completion when cross-compiling!"
else # if not cross-compiling:
@if ! test -x "$(PERL)"; then echo "No perl: can't install zsh.pl"; exit 0; fi
! $(PERL) $(srcdir)/zsh.pl $(top_builddir)/src/curl > $@
endif

install-data-local:
--- 31,37 ----
@echo "NOTICE: we can't generate zsh completion when cross-compiling!"
else # if not cross-compiling:
@if ! test -x "$(PERL)"; then echo "No perl: can't install zsh.pl"; exit 0; fi
! $(PERL) $(srcdir)/zsh.pl $(top_builddir)/src/curl$(EXEEXT) > $@
endif

install-data-local: