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The Windows Subsystem for Linux is bridging the divide between Windows and Linux by letting you run Windows 10 programs directly within a Linux shell.
Then, you can run the program with the command ./hello, which will print out Hello World! in your terminal. And that’s all there is to compiling C++ programs in Linux.
WineHQ is a free software that allows you to run Windows applications, games, software on Mac, Linux, FreeBSD or Solaris without installing a copy of Microsoft Windows.
Linux users who want to run Windows applications without switching operating systems have been able to do so for years with Wine, software that lets apps designed for Windows run on Unix-like systems.
Windows 10’s Bash shell can run graphical Linux applications with this trick It's not officially supported, but it's already very easy to use.