Developing C++ on Windows typically requires either Visual Studio or another program that contains both compile utilities and an IDE, or the combination of a builder/compiler/debugger utilities package like Cygwin or MinGW with an IDE.
For instance, EasyEclipse has a C++ IDE package for Windows. However it requires Cygwin or an equivalent to provide the build/compile/debug utilities. One negative about EasyEclipse is its weak FTP support (reportedly bug-ridden) and poor FTP implementation. You cannot directly edit remote files - you have to import them, and then to save changes on the remote server you have to export them. This extra step is a nuisance.
There are cross-platform development frameworks - frameworks which enable one to write software that can work in Windows, Unix/Linux, and Apple Mac. The most popular of these is the Qt (pronounced "cute") toolkit. Qt provides class libraries which it will then convert depending on the OS compiled on with its qmake tools.