I guess you have Visual Studio allreadyinstalled.Yyou must install the Linux cross-platform expansion. Dowload and isntalleer file VC_Linux.exe for Visual Studio file. Just search on the web.
First the  SSH connection to the Linux machine needs to be added in Visual Studio. Click Tools-> Options and select Cross-Platform -> Connection Manager. Here, the connections can be added.
Use IP-address instead of a hostname. Somehow using a hostname did not work, and my dns is working fine.

You need to configure some setting within the properties of your Cross-Platform Linux project.  First, the mysql library directory should be added.
Select properties of the Linux project. When Configuration Properties -> C / C ++ -> General
At the Additional Include Directories option add the / usr/include/mysql directory:

Then the MySQL client library needs  to be added.
In the same screen, select Configuration Properties -> Linker -> Input
At Library Dependancies add the lib.

Finally, the header files must be known locally. Copy all C header files from Linux (/usr/include/mysql) to the include directory locally on the Windows machine where Visual Studio is running on.

C:\Program Files (x86)\Microsoft Visual Studio 14.0\VC\Linux\include\usr\include

Remote compiling with MySQL lib now going well.

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