windows.h doesn't work for me

To code certain applications, I have to include windows.h
#include <windows.h>
But it just gives me an error, the IDE I'm using is Code::Blocks, and the compiler that I'm using is GNU GCC Compiler, if that makes any difference.
I feel ashamed hard-coding in Code::Blocks, but it's a good way to
learn, in my opinion anyway.
You are using MinGW on Windows?
Isn't the header file named <Windows.h> ?
I'm sure it's just <windows.h> but I figured the problem, I'm on linux, that would mess up that include, right?
I'm sure it's just <windows.h> but I figured the problem, I'm on linux, that would mess up that include, right?

Well, of course. If you want to compile for Windows, you need to install MinGW first.
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