Unable to use on Windows

[MexHigh]

I'm trying to create shellcode using the Win32 API:

#include <Windows.h>

int main()
{
    STARTUPINFOA info = { sizeof(info) };
    PROCESS_INFORMATION processInfo;

    CreateProcessA(
        NULL,
        (char*)"calc",
        NULL,
        NULL,
        TRUE,
        0,
        NULL,
        NULL,
        &info,
        &processInfo
    );
}

However, your tool requires the use of Shell, meaning I have to use Linux. Compiling a C file using Windows.h does not work there, sadly.

Is there a way to accomplish this?