How to compile sample project in linux or windows to armv61?

How-to
2

To compile with SDL your toolchain must contain the SDL reference from the target (AKA .so for linux or .dll for windows).

Since you are working with Raspian, I suggest using the framebuffer instead and getting the linaro Cross Compiler, since it comes with enviroment variables that match with the Makefile from the lvgl demos.
If you are in linux, just

. /usr/local/oecore-x86_64/environment-setup-armv7at2hf-neon-angstrom-linux-gnueabi

before running make and it should work. Maybe you will need to change the LDFLAGS to

LDFLAGS += -lSDL2 -lm
        ^

Alternatively, you can get a cross compiler with the enviroment-setup for the Raspberry target.