DataFlex (at least the recent version) are intended to run on Windows. There is a linux version available here which should enable you to compile older applications on Linux. You have to try if your bp-files will compile on Linux ("bp" probably stands for "business process").
I assume that your application is already running on Linux, therefore you should not have much problems with compiling, etc (a manual should be included with the runtime). Another guide on how to get started is available here. It will explain the basics on setting up everything, and get started. (Note: the document is from 2002, and as far as I know, there are no newer versions available)
If your version was made for Windows, you might need to do some additional work.
For further information, have a look at the DataFlex forum, there are usually more people reading the forum, than watching StackOverflow for DataFlex questions.