Both Windows and Linux. You use the --http-port flag to set the getwork port. By default it's 8332 I believe, but you could use anything as long as the blade uses the same.
Basically start BFG as you normally would, add --http-port 8332, and point your blades to the server running BFG using 8332 and they'll connect up. For blade setup make sure each blade has a unique worker name, password doesn't matter.
I built BFG from source last night and the http-port command isn't showing up. Is it segregated 32/64-bit as under windows?