No, very few do.
WillHill say that they do but I had problems. Stars say they do but again, I had problems. Apparently if you can get WINE working (WINE is a piece of software that allows people to run Windows programs on Linux) you can overcome the problems I had - I couldn"t but I didn"t spend too long on it tbh.
The only one I got running was SkyPoker who are a Browser and Flash based software but on my 7" Laptop (EeePC) at 800x600 resolution, the buttons were missing (and you can"t resize Sky Poker windows).
Hope this helps. If you"re planning to run Sky on a full size Linux PC, it"ll prob work fine. There are a few Java based softwares that claim to run too - Party, Stars, Pacific, AP.