Topic explain all please help me.
Thanks in advance.
I imagine you are asking how to Sign a Message using Bitcoin Core, right? As far as I know there is no difference if you are on Linux or windows, Bitcoin Core has the same functionality.
I will give you great tutorial (by Shorena) of how to sign a message in Bitcoin core (and many others wallets):
https://bitcointalk.org/index.php?topic=990345.0#post_core0100 It should help. Good luck.