An application that runs in linux
Linux
I think it was the Linux kernel. There are many used with Linux now.
Security is a concept, not an application. You get security in Linux by making the system secure.
Linux is more powerful then windows
Google Earth is its own application. It is launched directly.
At a terminal prompt: sudo apt-get install <application-name>
Windows, mac os, Linux
You need to be more clear in what type of "interface" you are inquiring about. Linux has it's own API (Application Programming Interface) and ABI (Application Binary Interface). If you are referring to the user interface, Linux can have a GUI, a command line, or even no interface at all.
X Windows
CCProxy is a Windows application. It does not run natively on Linux and would be unsuitable for a production environment.
LAMP stands for Linux-Apache-MySQL-PHP. In simpler terms it contains everything to build a php application on a linux platform.
Windows applications have no implicit purpose in a Linux system. They are not at all necessary for it to run. Unless you have Wine, an application binary layer to run Windows programs, they aren't even usable.