why linux (any linux) can just make 1 cd (full Operating System) like windows everything in 1 cd?
You can if you want. For instance Knoppix has a entire distro that runs completely from a cdrom, you don't even have to have a harddrive.
But Linux just has a hell of a lot more software aviable to you by default then Windows.
For example a big difference is services aviable.
In windows the most you have aviable is ISS. Which is (I am kinda guessing, I never touch the stuff myself) basic network services like File/print services, a restricted http server, a ftp server. I suppose you have terminal services aviable, too.
For linux I have a sql database, a full featured (read VERY full featured) http server, several versions of ftp server, ssh server, vnc-type services, ppp servers, smtp servers and a whole bunch of other stuff I can't think off the top of my head.
Then you have a choice of 2 desktops, KDE or Gnome. Were windows you only have 1 choice. Then there are a whole mess of desktop programs specific to each. Office productivity, e-mail clients, multimedia applications, simple office-style games, etc etc.
Then you have a whole mess of desktop programs not directly associated with either desktop speicificly.
On top of that you have developement tools aviable that are completely laking in a normal windows install. You have compilers, developement-related add-ons for various programs (like source headers and other information not needed to run the program itself, but is needed to compile other programs for), dozens of different programming languages etc etc.
In a windows world in order to match the amount of software that's aviable to you thru a average linux distro your going to spend upwards of 7000 dollars or even more.
But then again most people only end up using a fraction of what is aviable. How many people are going to need to run a SQL database on their home computer anyways?
Oh well.