If you want to use Linux, you can dual boot. But you need to use the Linux Grub2, to make both OS's work. Windows tends to mess up the MBR, if it handles the boot manager.

There is a SDK for Windows. It is really up to you, which OS you want to use.

Some apps work with the Fire TV, some do not m. Same as with the tablets and phones.

For the MTP, follow the info in the first link. It will walk you through the steps. The second link is so that you can use the Android device on your network to browse shared folders, etc..