Code:
yum groupinstall "Development Tools"
Should work (for Fedora) for getting everything you might possibly need behind the scenes for compiling and such. It's a pretty big group of things, but I don't know precisely what you want to do. It's analogous to installing build-essential in Ubuntu.
As far as an IDE, I use Netbeans pretty regularly.
For Windows there is Visual Studio Express. That's the best you can do without paying a lot of money. For what you are doing it would probably be fine. But for bigger projects ("Solutions" in Microsoft parlance) you are out of luck.
That said, I'd suggest a Fedora forum or a Windows forum as a more likely place to get answers to questions regarding those OSes.
(But I bet you like us more for your Ubuntu questions!)
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