You can export Lilypond files to the Windows [shareware] Noteworthy Composer format.
http://nwc2ly.sourceforge.net/index.php?P=3
And Noteworthy exports to Lilypond. Noteworthy Composer will play the scores, and I think that the Noteworthy Player module is available for free download. The complete package can be downloaded for trial.
Others Noteworthy users supposedly run it under WINE, so what you want to do should be possible. I have done it in Windows, and also with a VM running Windows under Linux, but not yet with Linux and WINE.
I often find it faster to enter and play back the music under Noteworthy and then export it to Lilypond for printing. Lilypond is a superior music engraver, and will do things there that are impossible with Noteworthy Composer, which is why I expect that these tools are available.
Bob