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Very quickly, the fundamental aspects of the language are defined the same, no matter what platform you are using, but C++ is much easier to build an application with if you use libraries of classes already defined and debugged by other people.
Microsoft Visual C++ / Visual Studio has a lot of libraries built into it, or bundled with it, to help you build MS Windows applications. You almost definitely can't build a program that would run under Linux with it, their compiler will not produce the right output.
There isn't exactly a Linux C++, GNU C++ is the most basic standard, but there are many different open source libraries that provide windowing and gui classes to use with Linux, to achieve similar results to what you get under Windows. I think GCC and a few others can produce both Linux and Windows executables, but you can't link the same libraries. Unfortunately, I don't need to do gui programming, so I can't recommend anything in particular, maybe someone else can.
Good luck!
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