there are a few ways
there are things like wine and crossover which run windows app on linux and mac but are far from perfect and have some glitches
than there is virtualization apps like vmware and virtualbox which run a whole operating system inside of osx but with this method there is a very big performance hit and some issues with 3d acceleration
or you could install windows on a mac with boot camp and have a duel boot.
which works flawless but you cant use osx or mac apps while booted into windows.