Even though this question was already answered and clearly explained, I think it would be interesting to show the main issue (translation between \n and \r\n) with a simple code example. Note that I'm not addressing the issue of the Crtl-Z character at the end of the file.
#include <stdio.h>
#include <string.h>
int main() {
FILE *f;
char string[] = "A\nB";
int len;
len = strlen(string);
printf("As you'd expect string has %d characters... ", len); /* prints 3*/
f = fopen("test.txt", "w"); /* Text mode */
fwrite(string, 1, len, f); /* On windows "A\r\nB" is writen */
printf ("but %ld bytes were writen to file", ftell(f)); /* prints 4 on Windows, 3 on Linux*/
fclose(f);
return 0;
}
If you execute the program on Windows, you will see the following message printed:
As you'd expect string has 3 characters... but 4 bytes were writen to file
Of course you can also open the file with a text editor like Notepad++ and see yourself the characters:

The inverse conversion is performed on Windows when reading the file in text mode.