Linux software still has very experimental CMYK features. This is getting better, but it's not really satisfying for professional use yet.
While most books and magazines about free software switched to Linux a long time ago (and don't they look great ?!), if you work in the printing industry and use a lot of CMYK colors, with subtle images, special printing effects, etc., you probably should stick to Windows for now. But you can still install Linux, keep Windows (see the install section), and use both of them, depending on your needs.
Note that you can also use am image editor called Pixel, which supports CMYK. However, I still believe that Linux isn't ready for prime time in the printing industry just yet.