Windows doesn’t support running on a Raspberry Pi Zero or an M3 mac. And can’t run a lot of the software that Linux runs. If you want to run Windows you just have to buy different hardware…
Usually the phrasing is something like “you can accomplish the same things on Linux that you can on Windows.” Meaning “yes, you can use a web browser, edit photos, use email, etc.” Many people have no idea what an operating system is and what it means to use a different one.