If you have a newer Pi like the 4, you should be able to run eclipse directly from the Pi desktop. You can download via:
sudo apt-get install eclipse
This will be a stripped-down version and will likely run quite slow, so I agree compiling on a more powerful remote machine is better...
Is there any chance to develop Raspberry PI executable using Visual Studio (for Windows) or Eclipse (for both Windows and Linux).
Yes, this is called cross-compiling. You can set up a cross-compile toolchain for the raspberry pi on windows or linux and configure your Eclipse CDT project to build with the toolchain. You can even set up remote debugging.
This website has good information and a step-by-step guide for windows using cygwin.
This looks like a good guide for linux.
Edit:
Just realized you asked for Visual Studio on Windows. I don't think there is Visual Studio support for this. The example I pointed to sets up cygwin so you have an emulated linux environment. You could also set up a VM using free VM software and install a linux environment that way, and run eclipse CDT from there. This is what I did when setting up a cross compiling environment for the Raspi.