The ``equivalent'' of Windows is the graphic system X Window System. Unlike Windows or the Mac, X11 wasn't designed for ease of use or to look good, but just to provide graphic facilities to UNIX workstations. These are the main differences:
while Windows looks and feels the same all over the world, X11 does not: it's much more configurable. X11's overall look is given by a key component called ``window manager'', of which you have a wide choice: fvwm, basic but nice and memory efficient, fvwm2-95, Afterstep, WindowMaker, Enlightenment, and many more. The w.m. is usually invoked from .xinitrc;
your w.m. can be configured so as a window acts as under, er, Windows: you click on it and it comes to foreground. Another possibility is that it comes to foreground when the mouse moves over it (``focus''). Also, the placement of windows on the screen can be automatic or interactive: if a strange frame appears instead of your program, left click where you want it to appear;
most features can be tailored editing one or more configuration files. Read the docs of your w.m.: the configuration file can be .fvwmrc, .fvwm2rc95, .steprc, etc. A sample configuration file is typically found in /etc/X11/window-manager-name/system.window-manager-name;
X11 applications are written using special libraries (``widget sets''); as several are available, applications look different. The most basic ones are those that use the Athena widgets (2--D look; xdvi, xman, xcalc); others use Motif (netscape), others still use Tcl/Tk, Qt, Gtk, XForms, and what have you. Nearly all of these libraries provide roughly the same look and feel as Windows;
the feel, unfortunately, can be incoherent. For instance, if you select a line of text using the mouse and press <BACKSPACE>, you'd expect the line to disappear, right? This won't work with Athena--based apps, but it does with other widget sets;
how scrollbars and resizing work depends on the w.m. and the widget set. Tip: if you find that the scrollbars don't behave as you would expect, try using the central button or the two buttons together to move them;
applications don't have an icon by default, but they can have many. Most w.m. feature a menu you recall by clicking on the desktop (``root window''); needless to say, the menu can be tailored. To change the root window appearance, use xsetroot or xloadimage;
the clipboard can only contain text, and behaves strange. Once you've selected text, it's already copied to the clipboard: move elsewhere and press the central button to paste it. There's an application, xclipboard, that provides for multiple clipboard buffers;
drag and drop is an option, and is only available if you use X11 applications and/or w.m. that support it.
This said, good news for you. There are projects that aim at making X11 look and behave as coherently as Windows. Gnome, http://www.gnome.org, and KDE, http://www.kde.org, are simply awesome. Most likely your distribution uses either or both. You won't regret your Windows desktop anymore!