Yes windows specific libraries and windows system calls will obviously not work on Linux.  They are also not part of the C++ standard.  If you want to make a GUI in Linux, you have to find the appropriate library and go from there.  I don't really know much of anything about GUIs so I can't really help there.  However, One of my friends really likes qt, which is available on many platfroms.  I think there is a free student version you could try out.