There is some confusion about where, and on which platform/OS you can run IdentityServer4 – or more generally speaking: ASP.NET Core.
IdentityServer4 is ASP.NET Core middleware – and ASP.NET Core (despite its name) runs on the full .NET Framework 4.5.x and upwards or .NET Core.
If you are using the full .NET Framework you are tied to Windows – but have the advantage of using a platform that you (and your devs, customers, support staff etc) already know well. It is just a .NET based web app at this point.
If you are using .NET Core, you get the benefits of the new stack including side-by-side versioning and cross-platform. But there is a learning curve involved getting to know .NET Core and its tooling.