Linux is an open-source operating system used by a growing number of personal computers. It is also one of the platforms on which Neverwinter Nights can be run.
The executable files for Linux are available as a free download from BioWare, but getting the game running requires a purchase of Neverwinter Nights for Windows (or for Mac OS X, but those tend to be more expensive and harder to find). This purchase provides the CD key(s) needed to run the game, plus a fairly nice "Windoze" coaster (called by some a "CD" or "DVD") that can be used to prevent water damage to one's desk from cold drinks.
The dedicated server for Linux can be downloaded and run without the need to purchase anything.