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welcome to the forum
You can use JBoss on every platform where a compatible Java JVM will be available. This is true for Windows, Linux, RHEL and others (I prefere RHEL or Linux).
5.0.1 will be very old, you might use the latest 5.x release.
It is possible to run a mix with different OS, but I recommend to keep the installation simple
If you start new consider AS7 because this will run with Java7 and further (Java6 is EOL).
There is no installation necessary, just unzip the download and start the JBoss