Here is a guide for setting up remote app:
http://technet.microsoft.com/en-us/library/cc730673(WS.10).aspxAs for Mac and linux.
Not to sure but you can for sure setup a remote connection into the RDP server. Just download the apps.
Linux:
http://www.rdesktop.org/Mac:
http://www.microsoft.com/mac/products/remote-desktop/default.mspx