A lot to learn, you have, my friend. The language is the same everywhere, but the libraries you use with it differ, and the compilers you use also differ.
You used Borland Turbo C++ with Borland's DOS libraries, hence you can only make DOS programs.
Windows GUI needs Windows libraries, which are supported by Windows compilers. You need to learn Windows API which is provided in the libraries, and use C/C++ to call the API to build the GUI.
Linux was written using C, and it was primarily a text based OS, however, graphics libraries were written, like Qt and GTK+ and they are used for building the GUI.