If it only contains videos and script samples it probably works. They may have been too lazy to mention all other OSs in existence. If it also contains some binary executables, each available both in windows and mac format, you could try them in wine, but there are no guarantees that it will work.
Its a DVD so it may work. However, the description says that it includes working files, which Im guessing wont. Like Impavidus said, you could try it in wine, but no guarantees.
There are hundreds, if not thousands, of websites and books which offer java programming tutorials. That might be a better, cheaper way to learn.
You see this sort of thing a lot. The publisher probably has no idea what the technical requirements are, or what that even means. All the publisher knows is that it works on Windows and Mac, but it never occurred to them that there are a lot of other alternatives.
Let us know how it turns out.
If the CD has Windows executables it won't run in Linux. Solution:
Install VirtualBox and run Windows inside Linux as a virtual machine. The 2 OSes will run simultaneously and you'll be able to run any Windows applications you want.