The mechanics of compiling and debugging code, and the specifics of one or another library, are strikingly similar between Windows, Linux ... and yes, even DOS. Windows has a much nicer IDE (if you've got the $$$, you don't mind vendor lock-in, and you're into that kind of thing); Linux has a lot more breadth and "exciting stuff going on" (IMHO).
But what you *really* want is to learn how to "play" the language like a musical instrument. And frankly, with C++ (much like with the violin or the trumpet), it's a lot easier to do it wrong than to do it right.
Which is a long way of saying that you might find this on-line resource especially rewarding:
Thinking in C++, Bruce Eckel
'Hope that helps .. PSM