why cfx soft normally come with linux platform? why it's not prefer with windows?

Why do you think this? CFX is available for Windows and Linux, along with many other UNIX platforms.

why most people tell that, linux platform faster than windows? why cfx need to run not in virtual or swap like memory? it should be run in process memory

Windows used to be slower, but they are pretty much equal now. I'm not sure why this is relevant.

CFX does not need to swap to disk unless your running a job that requires more memory than you have.