If a website uses a scripting language such as PHP / Perl, it needs to be hosted on a Linux-based server. A Windows-based server is typically for websites coded in ASP.
A Linux server is more secure than a Windows server and has better performance. Also the price of linux hosting is lower than windows hosting. So it is not necessary to choose Windows hosting unless the website is coded in ASP.
Nowadays most websites run on a Linux-based platform. Some web hosts, including some large hosts such as Justhost, Bluehost, only offer Linux hosting while others hosts like Hostgator, Godaddy may offer both types.