How the GUI looks is determined by the look&feel. By default, Windows and Linux use a cross platform look&feel, but they can switch the look&feel to a system look&feel. That way, it can look like a Windows application in Windows and like a Linux (or at least GTK) application in Linux.
The Mac look&feel is an Apple proprietary look&feel which cannot be ported to Windows or Linux, legally speaking. Perhaps you can do a search on Google to find an attempt by someone to copy it, but that's as far as you're going to get.
But, if you don't like the default look&feel, try a different one available. See
http://java.sun.com/docs/books/tutorial/uiswing/lookandfeel/plaf.html. You can get all available look&feels like this:
With an instance of UIManager.LookAndFeelInfo you can set that look&feel: