Can I develop Windows, macOS, and Linux software or a game on one Linux distribution?

I'm new in here and I still don't have a lot of experience and knowledge about Linux and software development. I was thinking to start learning software and game development and I am currently building a PC in order to do that. I want to develop software or a game that has support with three major platform (Windows, macOS, and Linux). Can I smoothly develop software or a game that support three major platforms from only one OS? Like if I use one Linux (with a lot of development tools in there) and want to develop software or game that also support Windows, macOS, and other Linux distribution, can I do that without facing a problem at later time like switching OS back and forth in order to testing it work or not? Or do I just need to install all the OSes (with all of the development tools in each OS) and build them in each OS for each support?