I see no reason why it wont run on XP (in what ever guise you want to run it), and it looks as though it should run in Linux just fine to me :T. The home page is here and should have everything you need to know about running REW on there.Requirements
REW requires V5.0 or later of Sun's Java Runtime Environment, available from http://www.java.com or http://java.sun.com/j2se/downloads.html for Windows and Linux platforms. Update 10 or later is highly recommended
On Mac OS X platforms it may be necessary to download Java 2 SE V5.0 to get the V5.0 JRE. At the time of writing Release 6 was the latest available, but check http://www.apple.com/support/downloads/ for the latest J2SE release. Release 6 can be downloaded at www.apple.com/support/downloads/javaformacosx104release6.html. It may also be necessary to change the default Java application JRE version from 1.4.2 to 5.0
To change the default JRE version:
Open the Java Preferences application in /Applications/Utilities/Java/J2SE 5.0/
In the "Java Application Runtime Settings" panel, drag J2SE 5.0 to the top of the list (above J2SE 1.4.2)
REW has been written and tested under Windows XP, most features should work correctly on other platforms that support Sun's Java Runtime Environment, except for RS232 serial communications (only used to communicate with TAG McLaren Audio AV32R DP and AV192R AV Procesors) which only function on Windows platforms. It has also been tested under Windows Vista and Mac OS X 10.4 & 10.5 (OS X 10.5 Leopard recommended).
Midi communication (used to set filters on Behringer BFD Pro DSP1124P and FBQ2496 equalisers) is supported on Windows platforms. Linux platforms will require Tritonus to support Midi comms. Mac OS X platforms with J2SE V5.0 installed should support Midi but don't, use Plumstone.
Minimum screen resolution: 800 x 600, 1024 x 768 or greater recommended
Minimum RAM: 256MB, 1GB or more recommended