Local contexts operate on your local machine without the need to run a server component. On local Linux contexts, the IDE essentially provides full C/C++ tooling support, including edit, navigation, analysis rules, build, debug, code coverage and performance analysis. On Windows platforms, build, debug, code coverage, and performance analysis are not supported, and since build is not supported, you will have limited functionality when it comes to code navigation and running analysis rules, due to the lack of system headers.
Some tools (e.g. the debugger and Performance Advisor) may behave differently or have limitations on certain platforms compared to others. For details on these differences, please consult the documentation for the particular tool in question.