Cannot get the artifacts from a docker_image to windows-1809

We are using gitlab.com and have a docker image used for building (cross-compiling) our project.
We define the artifacts (tests) we want for the next step and they are available.

Build_TargetWindows:
  stage: build
  image: $DOCKER_IMAGE
  before_script:
    - apt-get install --yes libx11-dev libxss-dev libxxf86vm-dev libxkbfile-dev libxv-dev
    - dpkg -S Xlib.h
    - ldconfig
  script:
    - cmake --version
    - mkdir build
    - cd build
    - cmake -D CMAKE_BUILD_TYPE=Release - CMAKE_TOOLCHAIN_FILE=cmake/toolchains/windows-from-linux-mingw.cmake ..
    - make -j
  artifacts:
    paths:
      - build
    expire_in: 1 day

Test_TargetWindows:
  stage: tests
  tags:
    - windows-1809
  step_script:
    - build\SUN\test\PlaceHolderUnitTest.exe

But we get an error when we try to download and exectue the tests:

The test was correctly copied, executing and failing with an error code we couldn’t see.

We added to our last line:

step_script:
- build\SUN\test\PlaceHolderUnitTest.exe; echo $lastexitcode

And got

-1073741515 which explained us that a DLL was missing