The answer is that we support all Microsoft Windows versions from Windows XP/2003 and higher for x86 and x64 systems. Support for Windows versions before Windows 2000 was stopped from SQLyog version 6.0 because full Unicode support is not compatible with those early WIndows versions. Same applies to XP/2003 if not Servicepack 1 or higher is installed.
Users that need to use Win 98/ME can request a copy of SQLyog version 5.32 (the latest non-unicode build) that will work on those versions. Windows 2000 users will have to stay with version 8.55 as we from 8.6 do not support this OS anymore. Microsoft completely stopped support for it in July 2010, and the latest Microsoft compiler (Visual Studio 2010) does not generate code that will run on Windows 2000 or XP/2003 without a ServicePack.
Also note that Windows Operating Systems for mobile devices (the various 'flavours' of Windows CE, Windows Mobile Phone 7 etc.) are not supported either.
We also support Wine on Linux and various Unix's (including the Wine-ports for Mac 'darwine' and 'CrossOver for Mac'). With Wine here may be some 'flaws' and 'quirks' depending on the Linux distribution/Unix type and the Wine version used. But with recent Wine versions and Linux distribution issues are mostly cosmetical.