If you mean:
"Can I use the same Lazarus installation installed to a UDF under both Windows and Linux" - No
The Lazarus/FPC binaries are operating system and processor specific, so the SAME installation cannot be used under both Windows and Linux.
You could, however, potentially have 2 separate installations on the UDF - one for Windows, and the other for Linux, but you will likely have issues around default paths and so on.
Regards, Arnold