As Quixit said, the Raspberry Pi is a nifty credit card sized linux board that is capable of running a range of Linux distributions, as well as Windows 10 IoT. Windows support on that device stops there at the IoT, no Windows 7,8, 10, etc will run on it.
If you're looking for a more powerful Linux system, you'd build a PC just as you would to install Windows on it, but rather go with a flavor of Linux.