The "HARP" backend outputs native code for x86-linux, x86-freebsd and x86-windows.
The C backend outputs C and works on x86_64-linux, x86_64-freebsd and Mac OS X.
We have an in-progress LLVM backend that will support all of the above platforms and more.
As for ARM/Linux, we have a port in progress for the C backend. In theory, it should work after a cross-compile or using cross-compilation tools, but we haven't quite tried it out yet ourselves (the person doing the port is getting married this weekend and going away for a couple of weeks).
If you would like to help out with Dylan on ARM/Linux, drop by #dylan on FreeNode IRC and I'll work with you. (The hack-a-thon this weekend is a great time for that.)
Otherwise, we plan to have this in the 2013.2 release (whenever that is).