MFC in gcc

I am trying to use g++ to compile a code containing ATLcomTime.h on my school's machine. I developed the working version on Visual Studio 2010. So, ofcourse I get errors as "ATLCOMtime.h: No such file or directory".

What is the way out?

Can I ask the tech support to install something to resolve such future issues?

I'd be surprised if gcc could build MFC....that's strictly a Windows library.

You could achieve similar functionality using a cross-platform GUI toolkit, however.

Or can I somehow create a .exe file in Visual Studio 2010 which will also run on Unix machines? The .exe that I have runs on my current machine but when I transfer it to Unix, it gives errors of like "can't read the binary file"

You cannot do this directly, unless your code is portable and compiled in every OS. For example, if you use Qt or wxWidgets instead of Windows API, you can compile the same code in Windows using Visual Studio, and in Unix using g++.
Having existing Windows executable, you can run it in Linux/Linux using Wine: http://www.winehq.org/ But I don't know how it works with dependency libraries, like MFC.
If the only thing which prevents your code from compiling in g++ is ATLcomTime.h, just don't use this file and find the way to do the same with portable CRT and C++ Library functions.