How to display accentuated characters with a C++ program on all platforms?

I'm trying to port a C++11 program from Windows to Linux (GCC-4.9). Originally, I just set the locale inside the program

setlocale(LC_ALL, "");

However, it was displaying missing characters on Linux (Latest version of Linux Mint). I then proceeded to save all my source files in the UTF-8 format, which fixed the problem under linux, but now all the characters are messed up in windows.

If that help, the language is french. Is there any ways to correctly display the text under both platforms without too much trouble?

I'd appreciate help, thank you.