This is probably a better question for the Enterprise Guide forum.
EG is a client of SAS. It will not run without SAS also running somewhere to do the analyses. EG uses more than just the SAS Foundation to get it's work done (particularly useful are SAS/Stat and SAS/Graph), though it will run with just the SAS Foundation available.
SAS 9.1.3 SP 4 and above will run with Vista. EG 4.1 has just been released with a Vista-aware install package (The older EG 4.1 will run under Vista, but the installation is a bit of a pain.).
As far as other OS installations, look in the SAS product installation documentation on support.sas.com. It specifies which versions of which OS have been tested for installation. You can sometimes install on other version of the same 'family' (e.g. many people run SAS 9.1.3 on XP Home, even though XP Pro is the supported OS, but there are no guarantees).