There's a potential misunderstanding from previous answers, so here are my points.
As is the case with most non-trivial programs, if you're program in question relies on OS or hardware specific code, rather than portable and standard C++, you need to either simulate that platform, or you need to port the code.
So if you want Linux code working natively on Windows, you need to recode it (port it) to work on Windows. Examples of being out of luck: use fork in the prog, and you need to port that portion in Windows. There is no forking in Windows.
The other alternative is to simulate a Linux environment. One of the ways is to install Cygwin. Cygwin is basically a massive Linux-like environment that can run various Linux programs. It's a giant emulation layer.
No, Dev-C++ won't work. It uses MinGW, which compiles to a windows binary using MS runtime libraries. Besides, how is a windows prog going to do something like fork?
EDIT: No, you're out luck on Windows native. For example, unistd.h knocks you out of the Windows world. No, you can't get the libraries for Windows. They are for Linux only.