Sadly as far as I know... You need linux to run the server for now... You could use a VM but... I don't think performance would be the best
This is not true. You can run the server from any OS. You just need to download the Linux version because it is the only version that can easily run other entry points.
The .exe bundles are all hard coded to always start the client.
Edit: as a matter of fact, the public server you guys log into is running on a Windows XP machine.