Windows and Linux are both different Operation Systems. There are different kind of Linux versions how ever. Most of them are free, and there are some you have to pay for. Linux how ever is way more stable then Windows (Hence the game servers for Linux), but most people still use Windows due a lot of software, games, etc are not compatible with Linux even though there are emulators to "Emulate" windows. But I'm not a Linux nerd, I know way more of windows then I know about Linux.
Then again, this all goes off-topic. The thread creator already has his answer