Cocos2D-X can be used in windows, linux and osx. You can compile projects for all these plataforms and for android, ios, windows mobile and more.
For GUI, you can check the documentation like this one: http://www.cocos2d-x.org/wiki/Cocos2D-X_New_GUI, which has quite a few examples, but I’m sure you will have no problems in finding more, since the community is large and active.