Hadoop runs on Unix and on Windows. Linux is the only supported production platform, but other flavors of Unix (including Mac OS X) can be used to run Hadoop for development. Windows is only supported as a development platform and additionally requires Cygwin to run.
If you have a Linux OS, you can directly install Hadoop and start working. If you have Windows OS and do not know Linux(but eventually you have to learn), then you use a virtual box or VMware, to have a virtual Linux machine running on your windows machine.
Also, if you have a cluster setup, at some remote machine, then you just need putty, to try out all the hadoop features :) from shell.
Virtualbox or vmware is not mandatory to install/configure hadoop. Generally people use Virtualbox to create multiple virtual machines and setup hadoop cluster for experiment purpose.
Hadoop run on OS other than Redhat/ubuntu e.g. Mac OS, Windows.