you can in fact install windows on an intel cpu mac.
Apple even provides the software (installation gui and drivers) for windows xp and vista. (Do a google search of "boot camp")
As far as linux goes, it's definitely something you can install, but you need to have working drivers for your mac. The easiest way to do this is use parallels or vmware to install a virtual machine of linux on your mac. If you want a native boot version you may have to do a bit more searching.