Generally, differing OS builds (Windows/Linux/Mac) need to be *built/compiled* on those machines. Linux and Mac have fairly decent compatibility (especially Linux -> Mac) but Windows -> Linux/Mac hardly ever works, or requires you to emulate windows just to run the EXE.
I don't know if you're using a Game Maker tool (as they might be able to produce builds for specific OS versions) or are building it yourself, but in the latter case, you should look into Continuous Integration Builds and a Test Suite tied to it. If you have those two things you can *easily* add a new OS to your Build Suite with just Amazon Web Services.