I run Ubuntu which has prebuilt packages for all the GPE applications. I can't speak to other flavors of Linux but I'm sure yopu could download the GPE source and compile yourself.

I gave up on Windows many years ago. A Windows user can install Ubuntu so that you choose Windows or Ubuntu at boot time. Just boot your Windows ssystem with Ubuntu in your CD drive and follow the simple instructions to build a dual boot with an existing Windows sytem. There is also something with Ubuntu called Wubi which I understand will install Ubuntu to be run from Windows.