No, it won't work. If you include WinAPI stuff, g++ wouldn't be able to compile it, and even if it could, it wouldn't work on Windows. If you mean the output files from flex/bison, these will compile on any standard platform as they're 'mostly' standard conformant code.
It's easy enough to use flex/bison with Windows. There's several ports of it, like this, but you can also use it with Cygwin. They work just like the Linux versions.
You can find an example on how to integrate Flex/Bison tools with Visual Studio here