I build project for Raspberry Pi with help of VisualGDB , Visual c++ and GCC 8.3.0 GDB 8.2.1 Revision 3 Raspbian Buster crosscompiler that comes with it. It runs fine, but how to deal in cases when I need link to libraries? Should I build all required libs with my current crosscompiler? For example how to deal with libxml2 library?
Libraries for crosscompiler
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You either build them, or you find some RaspberryPi Raspbian Buster package for them.
If your RaspberryPi is connected to the internet, consider using some
aptcommand and find some*.debpackage for Raspbian.you need Linux skills
PS. My opinion is that installing Debian or Ubuntu on your PC (e.g. on a separate hard disk, in dual boot: Linux for programming, Windows for games) is easier: you will learn first how to deal with a Linux OS thru the command line. Once you got these skills, deaing with a Raspbian is easier. Read of course Advanced Linux Programming and syscalls(2), then the documentation of GCC and of GNU binutils and at last see Linux From Scratch.