There are a few threads around here about getting his examples to work (assemble, compile, link, and run) on Windows, so I strongly recommend you take a look for those.
Another one that people suggest is "the Art of Assembly" (you should be able to search "aoa pdf" on Google and find it [I get it as the first two results]).
There should not be any difference, other than the assembler, between linux and windows as long as the hardware is the same (x86). Assembly does not care about the operating system.