If you're using it as a scripting system internal to your game, then it will run on just fine on any desktop OS. If the scripts need to interact with the OS (opening files, etc.) then there are a few issues on non-Windows systems, but nothing major.
Non-desktop OSes (iOS, Android, WinPhone, Win8) are not yet supported. Getting the core to work on them wouldn't be that hard (except iOS, which doesn't allow runtime code generation), it just takes time.