Yes you can, you can have a complex application running on any Linux, plenty of commercial stuff works that way, for example go to realvnc.com and download their VNC viewer and marvel.
I myself have done non-trivial applications like that in the past, the truth is that these types of applications are a rarity in Linux because for many decades Linux had no desktop presence and hence not many companies made them.
The distro/linux philosophy is to avoid building applications on that manner because it forces un-sharable libraries in memory and it requires code-warehousing which is considered a potential security issue as those applications are hard to patch in the future.
Again, go read why the decisions were made, you could disagree with them and like windows more, but there is a rational logic to all of them wether you agree or not.
Also just say you do not like Linux and we save a lot of time.
