run my program in Xcode?

Are they graphical programs, or command-line programs?

If they are graphical, and you're not using a cross-platform toolkit for the UI, you'll need to write your programs on windows. If they are command-line, you'll have to recompile, but you should be fine writing and testing them on OS X. You will definitely want to test again on Windows to make sure things behave the same.

You will not be able to compile a windows binary on OS X. You'll need to take your code to a windows machine with a compiler (i.e. gcc via cygwin, MSVC++, etc.) and build your binary there.

-Lee