With the help of Wine you can install Windows applications on Linux. But what if there are Linux applications you want to run on Microsoft Windows? Say, for example, you want to use Dolphin for your file manager instead of Windows Explorer. Thanks to a group of KDE developers, it’s possible.
Now don’t get overworked thinking you’re going to have the entire KDE workspace. You’re not. What you can get, however, is a lot of the KDE-specific applications up and running on Windows (2000, XP, and Vista). And many of these applications are integrated within themselves (so when you click an image in Dolphin, Gwenview automatically opens to display the image.)
What is nice about KDE on Windows is that the aim of the project, since inception, is to create these applications as native ports. So there is nothing like Cygwin acting as a middle-layer to help run the KDE applications. This helps tremendously in keeping memory and CPU usage down to a minimum.