Windows and proprietary Unix variants are distributed strictly by their publishers. Such OSes often use various means to make sure an installation is properly licensed.
By comparison, Linux has an unlimited number of distribution channels. Although one can download the source code directly from the source (http://www.linux.org), it is more often to use a “distribution”. A distribution is essentially Linux and numerous tools and applications pre-compiled to binary. Some distributions (such as Debian and Fedora) also include a repository of available “packages”. This way, only the necessary packages of a distribution are installed to help reduce the footprint of an installation.
Because of GPLv2, all Linux distributions must be made available for free. Alternatively, one can also purchase installation CD/DVD media and install from the media.