I want to know what is the standard way of doing it.
currently I'm thinking in add a series of defines in a header file and inlcudie that file in the main resource file win win32 to update the version resource in win32 and in *nix make some global functions to return this information.
and in windows make the msi install file also reflect the same version.
That sounds like a reasonable way to do it. I don't think there IS a standard way of doing this; there aren't any real standards for version reporting that are cross-platform.
Since we wanted to avoid the overhead of changing a "version.cpp" or equivalent every time we hit build -- and thereby taking the time to do at least one compile and link -- we modify the binary after the build.
If you're outputting to e.g. ELF or PE format executables, you can use some basic knowledge of ELF or PE and a linker map to figure out what to replace, otherwise you can scan through the binary looking for a set pattern (we use something like static const char VERSION[] = "[VERSIONBLOCK xxxxxxxxxxxxx]";) and replace a portion (e.g. the xxxx part above) with relevant info:
Note that this won't work very well if your binaries are signed or compressed before this step, but usually you can engineer your build process so the signing/compressing happens after this step.
I'm sure a variant of this could be extended to hit the Win32 PE version metadata as well as any embedded version string.