Besides the obvious fact that they are each code for each their platform, SJA for Windows has some features that SJA for Linux has not:
* SJA for Linux does not support (neither HTTP- nor SSH-tunneling) and SSL-connections.
* There is no Import External Data (ODBC) module in SJA for Linux.
But apart from these two differences they function totally identically. And any job (XML)-file that does not make use of tunneling, proxy or ODBC-connections will work with both versions of SJA. Thus you may use the wizards of SQLyog Enterprise/Ultimate running on Windows (or WINE) to build the jobfiles that you will later execute on Linux.
Also the Windows version of SJA (distributed with SQLyog Enterprise and SQLyog Ultimate) runs on WINE/Linux. You can use this one if you need a feature available with SJA for Windows that is not in SJA for Linux. To run SJA for Windows 'command-line style' on Linux/WINE the shell command is simply 'wine sja (SJA- parameters)