I am still new to Linux. Could I have done anything wrong when building?
Rather something wrong when choosing distro
Well, the thing with Linux is that it is using a variety of windows managers, each with its own set of implementation specifics and bugs. Add to that somewhat ambiguous documentation of X11 and sometimes the result is menu behind the window...
At this point all we can do is to make sure that U++ works on major distros... So my position is that if it works fine with Ubuntu, it is Tiny Core Linux bug (until they point us out what we are doing wrong).