You will get the same content wether you download the Win32 SDK installer, or the Linux installer. Everything is included to compile mods on either Win32 or GNU/Linux x86. There are a few important things to point out though:
the build system on Linux uses scons. You may need to download and install from the website, or get it from the packages in your distribution. Compile the SDK by running scons at a terminal in the source/ directory. The scons script is highly configurable, you can set various configuration by passing them on the command line. Type scons -h for detailed help.
SDK for Quake 4 1.0 uses gcc-3.3 to compile the Quake 4 game code. earlier and later versions are unlikely to work ( because of ABI issues and language features ). on a lot of distributions gcc 4.x is now the default, you may need to install gcc 3.3 packages and instruct the build system to use them: scons CC=gcc-3.3 CXX=g++-3.3.
- SDK for Quake 4 1.1 uses gcc 4.0