Go here: http://www.linuxdot.org/nlm/
When you get to that login and after you have logged in. That is Linux. It is command line driven. To learn how to use it or to start X follow the above link. If you want it "Windows" style. You need to start one of the X-windows gui. Or one of the window managers gui's like KDE or Gnome.
Look here fore KDE: http://www.kde.org/
Here for Gnome: http://www.gnome.org/