I meant Windows-specific stuff, maybe the hyphen clears it up. Things that only work on Windows.
Libs that P/Invoke (.NET interop mechanism) into native libraries that are only available for Windows like Win32 Windowing or DirectX won't work on Linux obviously.
This really isn't specific to MonoGame btw, any library that works on Linux with .NET will generally work for your game. If you're not sure about any library, just try it and you'll know soon enough