I do not have linux machine, working on windows.
Is any Linux machine is available on web where i can connect through internet and work ? Is it possible ?

have you asked at your local linux user group. They sometimes give you an ssh account when you become a member. Oh and you'll need to install putty.

Not to mention you can search for free shell accounts (google.com FTW). And why not *install* linux?

Use a live CD version of Linux?

Live CD sounds like a good idea.

cygwin gives you some limited linux functionallaty,

i use it all teh time at work for shell scripting

Ideas:

Cygwin - Not Linux, but you get some functionality.

JEAH.net - They appear to have FreeBSD shell accounts via SSH, but I'm not sure if it's exactly what you're looking for. They provide virtual servers.

Serverpronto.com - They have a cheap dedicated server option, and you can decide on different versions of Linux. You can also access via SSH.

VMWare - Commercial virtual PC program. You can have a virtual PC, and install Linux as if you were installing on a new computer. They also have a Linux version, so if you make the leap you can use the Linux version and run Windows in the virtual PC.

Add a HDD - Add a HDD, install Linux on that, and dual-boot.

Use a LiveCD - Find a Live distribution, download the ISO, make a CD. Get a USB mass storage device to save changes.

Old PC - Buy an old crappy PC, install a NIC (if it doesn't have one), and install Linux on it. If you don't have a home network, make one. I'm assuming you use broadband. If the old PC has a Winmodem but no NIC, swap out the Winmodem to save slots.