Is there an Integrated Developemnt Environment (IDE) that enables us to write programs for Windows and Mac in Ubuntu?
MonoDevelop is an IDE primarily designed for C# and other .NET languages. MonoDevelop enables developers to quickly write desktop and ASP.NET Web applications on Linux, Windows and Mac OSX. MonoDevelop makes it easy for developers to port .NET applications created with Visual Studio to Linux and to maintain a single code base for all platforms.
MonoDevelop is based on Mono, a free open source implementation of the .NET Framework. Mono supports C#, but also supports Visual Basic 8. MonoDevelop supports multiple languages, including C# and Visual Basic, So if you prefer to develop in VB, you can do that with MonoDevelop on Ubuntu, and you can run your VB programs on Ubuntu (and Windows) too.
Sounds like that is what you need.
You can cross-compile Windows executables under Ubuntu using the
mingw32 package, as described in the answers to this question:
Alternatively, if you stick to platform independent APIs (e.g. GTK or Qt for graphical applications, or any other libraries that are portable to the target system) it is possible to port to Windows or MacOS without too much trouble.
In either case, you will probably want to test them on your chosen target platform to make sure they actually function correctly there. So it won't necessarily remove the need to access those platforms.
Qt Creator is one such IDE: