No, SG2 Client won't run on Linux because it hasn't been developed for this particular operating system. Based on the download and the files inside the installation package, it appears that SG2 Client is working only on Windows operating systems. Of course, you can virtualize Windows in Linux through special applications, but the software requires the installation of drivers as well. If the device connects through USB, then it should be fine. I don't know if it works with other ports (serial ports). The installation package can be downloaded from its official website.
Installation package when it's extracted: