How to run windows program in LINUX?

I have a C++ project compiled in windows? How can I run it in LINUX?


(but preferably you grab the sources and manage to recompile as native)
Compile it.
1) sudo apt-get install build-essential
2) cd into code directory
3) g++ -o output myCode.cpp otherCode.cpp
4) ./output to run it.

Do not include header files into g++.
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@vasilenko: We don't know whether tatai has Debian-based Linux nor how complex his "project" is. He didn't even mention which build system was used in Windows; it could be that he does not know.
I have used MS visual studio 10 to build the program.
@keskiverto: Debian based distros are more popular, and step 3 and 4 are really the most important part.
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