GCC is not technically a linux specific compiler. Its a standards compliant c/c++ compiler, and I use it for windows programs on a daily basis. Its probably best that you use it until you become more comfortable with something else.
I recommend that you use the MinGW distribution of GCC. That will compile your programs natively for windows, using a standard library, etc.
If you're looking for an IDE, I have two recommendations. Visual Studio is the Microsoft version, and although it has its issues, it is an excellent IDE for working with the code. However, if you're looking for something a bit more lightweight, CodeBlocks is also rather good, and has the added benefit of being able to use basically any compiler you have installed (including several forms of GCC and the Microsoft Compiler that comes with Visual Studio) and being able to open project files fro other IDEs. Plus, it runs on linux too, so you could make that transition even easier on yourself.
I personally prefer GCC, but that's just me. If you really want the Microsoft Solution, VS is the way to go.