But they only work with a subset of architectures (only x86_64 in this case) and a subset of OSs (Windows with GNU installed, Linux with GNU libraries including libc and libgcc)
Rust on windows has targets for msvc or gnu. The MSVC integrates better with Visual Studio and other Microsoft libraries for development. One downside I've found is that it dynamically links against a msvcrt DLL. Which means you may need to download and install a Visual C++ Redistributable package to run.
The gnu target seems to be fully static and run everywhere with no dependencies.