Hi,
perhaps someone can give some links or other info about how should a C++ library be written, so it can be compiled for both Linux and Windows applications?
Generally speaking, any program that uses nothing but what the language provides and doesn't rely on undefined behavior is completely portable.
For example,
It's using system calls, such as CreateFile() or fork(), and assuming different things about the system, such as a given endianness or type size, that introduce portability problems.
If you can give more details, we may be able to provide better defined advice.