Peg,
the standard application builder (AB) doesn't provide cross compiler capabilities so it's only possible to build applications for the same OS the AB is installed on. You will need a LabVIEW installation on every OS type you want to build executables for. Of course it's possible to use the same vis for every platform as long as they don't use OS-specific functions (e. g. ActiveX won't work on MacOS).
There are some exceptions. With the LabVIEW PDA module it's possible to compile executables for PocketPC or PalmOS based PDAs, LabVIEW RT compiles applications for LV RT embedded target systems and LabVIEW FPGA generates code for FPGA based hardware.
Best regards,
Jochen Klier
National Instruments Germany