Install the development packages you can find on your installation cds. Two programs you can find interesting: QT Designer (for C++) and GLADE (for C and C++). They allow you to 'draw' GUI interface (code should be written separately, but you can add it quite easily). There's also Kylix (supporting C++, haven't tried it).
You can also try such things as wxWidgets (http://www.wxwidgets.org/
), python (http://www.python.org/
Many, many languages are supported in Linux. You have also a lot of compilers on the installation cd, most of them with documentation (especially for QT Designer and GLADE, that's why I don't include links for them).