Last I build a windows phone app, which was ~3 years ago, I needed windows running on my Mac. With a mac I can build for iOS, Android and WinPhone. With a Windows box, I cannot build iOS apps. I don't know what is more locked.
You can do everything you could do on a Mac except upload the final build to the iOS app store.
To my knowledge there is no way to use native Apple tools to build iOS apps on Windows; but I haven't kept up with the tech.