Probably the easiest way would be if you could transfer your development to a Windows machine. But unfortunately, you can install Windows-Mingw on your Linux machine using Wine. (IIRC winetricks has even a purpose for this) This way you get a โfeelโ for problems in windows. An alternative could be Windows in a virtual machine, but Wine should be fine for the development environment.
I also highly recommend installing Microsoft Visual C ++. Express versions will work fine. There are a number of tools that come with MSVC ++ that can make your life a lot easier, for example, checking dll dependencies, etc. An additional excellent source of information is the Sysinternals from Mark Russinovich and him.
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