Is there any SDK for developers under Linux? I mean more than man pages, it would be more like MSDN Library or Windows SDK under windows, where all documentation about programming and developer guide is documented and structured in one place.
For GNOME, you can check out devhelp or help.gnome.org.
But as everyone has already stated, there is no single SDK for "Linux". You need to have some idea of what you want before we can recommend specific developer resources.
A unified SDK implies a single source for all the core libraries. That just isn't the way open source operating systems work. Bits and pieces come from all over, and they're all separately documented.
EDIT: If paper's not a problem for you, the closest thing to what you're asking for is Advanced Programming in the Unix Environment 2/e by Stevens and Rago.
MSDN only documents Microsoft technologies, and not other libraries or frameworks to use on Windows; it doesn't include documentation from other vendors. Now, linux distros use software from much more organisations & companies, so the documentation also tends to be more distributed and less uniform. (And sometimes documentation isn't done very well, unfortunately.)
Also, most linux distros come with a documentation browser that bundles the documentation from various sources in one place.
Many of the important parts of a linux distro do have nice documentation libraries BTW, e.g.:
What I recommended if you're also interested in developing cross-platform applications is the Nokia Qt SDK which provides the Qt framework and other tools, which from my experience has one of the best documentations available, see http://doc.qt.nokia.com/ and http://qt.nokia.com/developer
For understanding what Qt is and what you can do with it check out: http://qt.nokia.com/