Except for the few exceptions for viruses that can run on Wine and if youiyou have Wine installed, Linux generally won't be affected by Windows virus.
Note though that Linux can be an asymptomatic vectorcarrier of Windows viruses. If you send other people a file infected Windows virus, their machine can catch the virus, even if the file looks fine on your Linux machine.
This is why you should do a virus scan on files that originates from possibly infected machine.
Also, some files can be corrupted by viruses in such a way that the file is no longer a valid file for whatever the original was intended for. These files may no longer be openable by a Linux application that would've been able to open the original file. Some viruses may infect the file in a way that would be fairly easy to recover the original file, others may not be so forgiving.
Also switching to Linux won't help you if the virus infects a hardware firmware. You may have to reinstall/update the firmware if you get infected this type of viruses. Firmware viruses are fortunately rare though, and they don't usually spread as readily as normal viruses.