Do you think that I need a Linux Disto to run this program?
If not, how do I install libssl-dev on windows?
I mean, yum for example is a command line package manager for Linux distro's using RPM-based packaging, that shouldn't even work on Windows.
I'm pretty sure it's possible to run this on Windows, but everything in the documentation only includes instructions for installing it on Linux (Debian based distro's).
To run this on Windows, you might have to compile some of the dependancies yourself.
OR:
If you just want to apply RBF without having to run this python code, I'd suggest reading this article:
http://coinour.com/index.php/how-to-apply-replace-by-fee-to-save-the-bitcoin-transaction-fees/
You can just enable the option in Electrum