1. no. Programs are compiled to run with certain fonts libraries, support programs, and not conflict with other programs.
2. About 40% or more of all the 135,430 Open Source programs at http://sourceforge.net have also been ported to the Microsoft API.
3. GNU/Linux can run UT2004, as the third CD in the box contains the Linux files! TUX got games! FreeCivilization by Sid Meiers, tons more, are at http://transgaming.org/gamesdb
Remember, the earliest games were played on CP/M and it's decendant Unix and DOS OSes!
Recommend http://pclinuxos.com which has included emulators like Wine, to run games, that are Win32 API compatible.
Doom, Quake, Quake servers, Star Craft, Warcraft, and more run fine. See the URL above.