At the time of writing the book, Linux is not available as a target platform in the Moai SDK release, but Moai works on it building from the source code.
There are two main ways to do this right now:
Using the Linux branch from the Moai SDK's GitHub repository as explained at http://franciscotufro.com/2013/01/compiling-moai-on-linux/
Using the spacepluk's branch as explained at https://github.com/spacepluk/moai-dev
The second method is preferred for now since it has Untz support, but official Linux support is on the way, so double check the latest Moai SDK release to verify that Linux is not yet officially supported.
Note
Insert the next platform here
We mentioned this before, but Moai SDK has been developed in a way that it should be easy to port to whatever platform that supports C++ and OpenGL. If you are able to get it working for a new platform, you can share your experience and send a pull request to https://github.com/moai/moai-dev. We will all be grateful!