"Perhaps this is a silly question - do we get to see the source code for the Microsoft program running on a Linux system ?"
That all depends on where they got the source code from. Pascal is right.
Example one: You write a piece of code that is all your own work on a Linux system - You are free to license that code under whatever license, open or closed source, you like.
Example two: You write a piece of code that is all your own work but calls to one or more external programs (say the program "grep" to search a log file for lines containing the string "Error".) Now grep is open-source licensed under the GPL but you are just running it as an external program (AKA "running it at arms length") so you are still free to license your code under any open or closed source license you choose.
Example three: You write a program and you incorporate code from a GPL-licensed program into your code. Say, you take part of the source code of grep and cut and paste it into your code or link to an open-source library and use its functions like they were your own. Now, you must open-source your code under the GPL as you're incorporating someone else's work that requires that into it. Note that compiler libraries are specifically exempt from this so using say the open source "gcc" C compiler doesn't automatically make anything you compile with it open source.