Whilst Windows is a proprietary software, meaning a programme that may be used, distributed and modified exclusively under an authorization granted by a licence, there are programmes, amongst which Linux, which are called free software, or more precisely software “open source”, which can be used, copied, redistributed and modified without any restrictions.
The substantial difference between these two kinds of programs is whether or not the source code is accessible by the user, whilst there is no difference in the purchasing prices. Theoretically a proprietary software might be distributed free of charge and vice versa open source software might have to be paid for.
As a matter of fact, amongst proprietary software programs there are shareware programs, which can be distributed and copied against a royalty payment, but not modified, as their code is unavailable; on the other hand, there are freeware programs that do not require any royalty for their distribution. However, even for these latter ones, the source code is not accessible to the user.
The “open” software, instead, can be differentiated between copylefted, meaning that can be modified but still protected by the initial copyright, therefore no restrictions can be added at the time of redistribution, and no-copylefted, meaning that can be redistributed by anyone, whether modified or not. Even when you use open source software or freeware program, it is recommended to carefully read the conditions written in the licence, as just because payment is not made for a program does not inevitably mean unlimited exploitation of the program. The licences, in fact, always establish specific restrictions to be respected by the user.