Neither DOS nor Windows had any compiler included. DOS did have a BASIC interpreter, later they did away even with that (with Windows 2000 I think).
In Linux you had a rich range of compilers, interpreters and other development tools, right in your distro. I'm talking about late nineties here. The two were absolutely incomparable in this aspect. Although, I have to admit, I preferred Borland's documentation to Linux man pages.