You type in 'sudo apt-get install build-essentials' and you have it. I don't what the process on Windows these days but you used to have to find visual studio install media, install it, and reboot two or three times.
1) Go to visualstudio.com
2) click Downloads
if you want the full IDE:
3) choose between downloading free version of a trial of the professional version
if you just want the command line tools
3) scroll down until you find C++ Build Tools and download that
4) double click the file you just downloaded.
5) Done
Uninstall or upgrade is still a nightmare, but installing it on a PC which has never had it isn't bad.
iwr https://chocolatey.org/install.ps1 -UseBasicParsing | iex
choco install mingw