Is C++ compiling any different than on Ubuntu ?

Been using Ubuntu for a while, and have never used Windows to do any programming. On most Linux Distros it is an easy and simple process. Now I'm thinking of installing Windows 8, would I need to expect anything different ? I read that there is the "MinGW" package for Windows, would that be a good alternatives for two users that program on the same computer ?

Cygwin would give you a Linux-like environment on Windows.
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