I have taken the unix shared plan from cpwebhosting.net, but, now I am feeling one problem, that on my PC I am having windows, and I am doing the development in PHP on that, will that application will run on the UNIX system.

No problem in that, PHP is designed to run on many operating systems and to cooperate with many servers and databases. You can build for a Unix environment and shift your work to NT without a problem. You can test a project with Personal Web Server and install it on a Unix system running on PHP as an Apache module.