No. Windows programs don't run in Linux, Linux programs don't run in Windows.
However, some Windows programs might work in Linux if you install an emulator like Wine first. See https://www.google.com/search?q=run+windows+program+in+linux for more info. But for games that's doubtful. You'll only know if you try.
Hey so I’m going to install a game on a flash drive and my question is simple, if I install a game meant for windows on a flash drive, is there any thing I can use to run it on another OS