You need to determine if the source-code package that you have obtained is
designed to be compiled in a Windows environment, and if so, what pre- and co-requisites it may have.
Some packages
are designed to be "cross platform," either directly or because they use language-facilities that are thought to be platform-agnostic. But others are not.
If the package
is cross-platform, then you must configure and compile it "in the proper way" (whatever that is...) for each platform.
There are no "categorical answers" to this question, other than:
maybe, maybe not. You'll have to research the question yourself, specifically with regards to the package(s) you are dealing with and the personal situation in which you are dealing with them.