yes, gcc works on windoze. You can even cross-compile linux programs using gcc on windoze (i.e., run a gcc on windoze on a program source to generate a linux (or any other supported architecture for that matter) executable). So, yes, you can do all the same stuff with it you can on a normal OS.
Also, gcc is not just a "C/C++" compiler. The abbreviation "gcc" stands for "GNU compiler collection". It compiles C, C++, Fortran, Java, Ada, Objective-C, and some other languages.
Finally, linux and BSD aren't really "GNU operating systems", although, a large portion of their software (such as most shell file manipulation utilities and programming tools - awk,make,tar,gzip,grep,gdb etc) has indeed been developed by GNU project, but kernels (that actually define the "OS" for all practical purposes - that's what essetially makes, say, linux different from BSD, while both are running gnu software on top of their respective kernels. MAC OS btw, is a BSD too)are independent developments.
The X servers, used by various *nix flavours are also created by an project, separate from GNU, called "X concortium"