On all digital storefronts for PC today, you buy the game and access to all its versions. If GOG offers a Linux and Windows version of a game, you'll get both. If it offers a Mac and Windows version of the game, you get both. If it offers Windows, Linux and Mac versions, you'll get all of those.
Before purchasing ANY game, check the "Works on" section on the right to see if it works on your preferred system.
One more note. If you're a Linux user (or someone who can access Wine), you can download the Windows, Mac, and Linux versions to your desktop if you bought the game from GOG. If you're determined, nothing stops you from downloading all versions of your GOG games straight into your Android phone. I'm not kidding. They won't work on Android, but then it's a matter of copying them straight to your PC.
This is in contrast to Steam, which will only let you install the games for the platform it's designed on. Steam on Linux will not let you download Windows games to use with Wine...you have to use Steam on Windows with Wine in order to get their games and run them with Wine....