The list of debian/ubuntu prereq packages is incomplete, you at least need to add:
* python3-pip
* curl
* time
* cmake
* g++-mingw-w64

You also need both i386 and amd64 arches setup in dpkg so the proper packages for both arches are pulled in by apt, such as
for wine and mingw.

There appears to be no error catching between each sub-script execution, so for instance if building of zlib fails it keeps going
and you notice the issue when curl building fails for finding zlib things (headers/libs).  It'd be better if it would just stop
right when the failure happens so the user can see the error.

The curl-for-win project doesn't have any ability to open "issues" on github.