It should work on both Windows and Linux. Admittedly, we haven't been able to do extensive testing on Linux OS.
Viewing post in Build 0.4 (Plus another apologetic Delay) comments
Interesting. We've got another bug to iron out, and I'll see about running it in a Linux Virtual Machine. Maybe then I can figure out what's going on.
Inevitably we're going to have to push a quick hot fix for the few minor issues others find, so hopefully we can figure this one out as well before the day is over.
Greetings HollowKnight after a longer period than is likely necessary, we actually found this is an issue with the ren'py as they've recently removed a specific function from the latest versions.
https://www.renpy.org/doc/html/display_problems.html
Follow the instructions at this link and it should solve your issue.