No, you don't need Windows. It works on OSX - indeed, I'd be stuffed if it didn't!
Zwift and TrainerRoad will give worthwhile results with any bike fitted with Ant+ Speed/Cadence, and if you have Power and HR outputs, so much the better. I quite often use my Elite Arione Digital rollers with them, which neither program can control (they use a Private ANT connection which only the Elite app can control), but still get good interactive training. However, if the trainer has Ant FE-C, then the programs can control the resistance directly. The cheapest Tacx trainer which allows this is the Vortex Smart, which can be had for around £235 from one or two of the German outlets, and that is by far the cheapest entry into smart indoor training. I wouldn't bother with any of the Tacx software other than the phone app, which allows decent training without firing up the mega-screen PC!
Zwift is £8/month - but you get the first 50km free to get a flavour of how it works, and, if you have Strava Premium, you get two months every year free. There are no other in-app purchases. Zwift is a little limited as yet, but they've now implemented workouts and they will be introducing new courses soon. TrainerRoad is $12/month but you don't have to pay for whole months in which you don't use it. There are no in-app purchases (eg, plans - and there are many - are free). I like TR in combination with Sufferfest, so they come at extra cost obviously.
If I was to choose one over the other, it would be TR with Sufferfest just at the moment. With their Virtual Power feature, almost any trainer coupled with a speed/cadence sensor will give repeatable, consistent power feedback. It might not be that accurate (probably +/- 10%), but the consistency means that you can track your improvement. If you can stretch to Training Peaks as well, you can lose the whole winter deep in stats! If you have Strava Premium, however, there's some decent analysis within that app, and you can easily upload your Zwift or TR workouts to Strava for poring over in detail later.
If you have a Garmin Edge 520 or (soon) 1000, you will very soon be able to take a ride you've done outdoors and re-ride it on your Ant FE-C trainer with the computer directly controlling the trainer's resistance. That seems quite cool to me!
Do I give the impression I'm a bit of a gadget freak? Sadly true - and an avid consumer of Ray Maker's reviews on DCRainmaker. But as someone with limited time and opportunity to ride outdoors, and very much a fair-weather cyclist anyway, this stuff gives me both the motivation and interest to keep fit in the cold and dark months.