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.

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.

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.