Yes, most malware is not made for linux (going into ethical hacking atm). Often specific hacks (reverse shells etcs) that target servers with SQLi or PHP-uploads etc target linux. They are mostly ROOTKITS, not viruses or malware. In this case the hacker is looking to exploit the box and get root, info from DB's etc. On windows it's about spreading CRAP that is dangerous, harmful, and less about stealing info or databases etc. It's quite a different goal for the hacker.

Fun place to test your hackingskills is vulnhub, if you want to learn that kind of thing.