If you want to watch a game being built, follow this project: https://handmadehero.org
I am not sure if they've kept up or not, as I haven't kept up with the series, despite my attempts. Nothing against the series, I just haven't taken the time to follow yet.
Casey recently added a github repo (with auth) and so it's a lot easier to keep up with the changes.
The situation is much better than it was 5 years ago and it is certainly possible for people to develop games without using Windows.
Will the game support multiple platforms?
Yes! Windows will be the first platform, since it is currently the most
common gaming platform, but the series will later cover (at least) Mac,
Linux, and Raspberry Pi. Portability will be a major topic in the series,
so all the code will be structured to demonstrate how to write code that
is easy to port to new platforms.