Since Kylix IS a Linux program, Duh.
And no, since Kylix is "Delphi for Linux", there is no "Kylix for Windows". (Because that would be more or less exactly [check out, is it YendorMike's?, .sig about recursion...] what Delphi already is.) And no, there is no (at least so far -- but I'm not betting there will ever be an) "Open Edition" of Delphi.
Then again, there are trial versions (unlock by Web registration, run for 60 or 90 days or something), a cheap "Personal" edition (that costs around a hundred bucks AFAIK), student editions (the "Professional" edition at or under the price of the "Personal" one, I think)... And my favourite, "Freebie" magazine cover CDs. They're up to version 4 now (version 6 went on sale in May), and come with a restricted -- no distribution of compiled programs -- license. But, at least if you're lucky, they do qualify for upgrade prices on newer versions: That's how I bought my (non-student) copy of D5 Pro.