You can use VisualGDB
to build and debug Linux apps from Visual Studio, but you will need to decide whether you want to build them locally or remotely.
1. If you choose local build, you'll need to build a cross-compiler toolchain, that can be quite hard to do.
2. If you choose remote build, GCC and GDB will be run on the Linux machine over TCP/IP, but every compilation will last several seconds longer, as transferring the modified source files from Windows machine to Linux machine will take a bit of time.