I ran the RPGStudio exe under wine and it worked fine. I'm still waiting for the DVD to download so I can add the modules/plugins but the exe worked without any problems.

If you are only using DirectDrawSurfaces to render stuff in 2D then go with SDL, if you are using Direct3D to render 2D stuff then go with Opengl.

Indy does work under linux but it is still in beta , buyt I personally have used it and it worked ok. As for threading you can still use TThread the only think you need to do is a cthreads to the uses clause of your main .dpr file (it has to be on of the first units)