Hi Detnice,
no WordPress need not really a Linux Server. See the requirements for running, and check your’e server.
Tip
Also if you ar a fan of MS-Windows, setup one time a server with Linux, eg CentOS or so. Sure you have an old PC – try with them.
Do not install graphical enviroument only server tools. When running go to apachefriends.org get lampp and install them.