Yes - you can. Actually SQLyog is a very popular application used by Linux/wine users.  And it is not restricted to Linux.  It is equally true for all Unix-type environments where Wine is available. SQLyog is fully functional under Wine. Even the SJA (SQLyog Job Agent) for Windows is. However with specific Linux distro's and Wine versions some issues may occur (in general the more recent the Wine environment the fewer and less important issues).  Issues are mostly cosmetical. One specific issue with fonts is described at the end of this article.

To install SQLyog on Linux follow the steps:

1) Install Wine if you don't have it already. If your version is not recent consider to upgrade. Wine is a systems' component and you must refer to the documentation of your LINUX distribution for information on how to do this

2) You must install SQLyog to a folder where you have read, write and execute privilege. Here we shall - for simplicity - see how to install for one user only (user 'me' ( = you ) ) in the user's own folder tree. The installation directory in the example here is /home/me/programs/sqlyog. This example assumes a file systems' mount similar to the standard installation of most distributions. Then do like this: Get the common SQLyog installer for Windows from our Downloads page or our Customer Portal. Place a copy in your home directory ( /home/me ). All SQLyog editions (Community, Professional, Enterprise, Ultimate) will work.  

3) Install by opening a command shell in your home directory and type
shell> wine SQLyog-8.7.0-2.exe (or whatever the program version/installer file name)
The installer starts, runs and terminates quite as it does on Windows. Choose the folder /home/me/programs/sqlyog for installation. The installer creates it if it does not exist. Depending on your Linux distro and desktop environment a SQLyog icon may be added to the desktop and what 'program launch' menu system the actual Linux distribution has.

4) To execute SQLyog for instance open a command shell and type
shell> wine {path to SQLyog executable}SQLyog.exe

.. and you are up and running.  If you installed a version that requires registration SQLyog will prompt for registration details at startup.  Enter those. Registration information is saved by Wine exactly as on a 'real' Windows.

You may add SQLyog to your Linux desktop and/or menu system using the same command ("wine {path to SQLyog executable}SQLyog.exe"). Also most Linux desktops have an option to associate the .exe extension with wine.

Alternatively the fonts of the 'Bitstream Vera' font family that is a part of most Linux distributions works fine in most Linux environments - though most often not quite as beautiful as the Microsoft fonts do. Go to SQLyog menu .. tools .. preferences .. editor and select fonts that will work in your environment.