The GNU tool chain is the primary development tools for linux, and it's available for most modern variants of unix - and quite a number of old ones too.
You can run Lnux under VirtualBox
] for windows. It supports 64-bit virtual machines under a 64-bit OS.
Microsofts tools are primarily for Windows, and the other MS platforms.
] Microsofts fling with Unix died a long time ago, but they now provide Windows Services for UNIX
] - It doesn't come with an X server, but Xming X Server
] is a free alternative - You might want to compile it yourself at a later stage.
"Is going into C++ an easy transition from C?"
Depends - just about everything you do in c can be done in c++, knowing c is a good thing, and you can transition to "modern" c++ at your own pace.