The _WIN32 is always defined on Windows platform, checkout the predefined macros.
This is the most complete table I know of.https://sourceforge.net/p/predef/wiki/Compilers/
It depends on what files are you using.
The compiler itself doesn't have such a flag, but it is common to have such a define in the operating system's SDK.
For example, the CRT has a Win32 define, which affects how it is compiled.