Why does my Linux-compiled binary not work when I run it on Windows?

I have a really easy code using C++ with Gtkmm :

#include <gtkmm.h>

int main(int argc, char *argv[]){
Gtk::Main app(argc, argv);
Gtk::Window window;
Gtk::Main::run(window);
return EXIT_SUCCESS;
}

I compile this on Linux and It is perfect I can execute it. But the problem is when I copy past the executable I don't achieve to make workable on Windows. But I always think Gtkmm is portable ?!

How can I solve this problem ?

Thank you very much !