Unix is not hard to set up.
Do the install and run the console, just like windows. And just like windows you have to plan out where You want netbackup to reside.
What you need to think about is what can you work with.
If you have issues and you need to write scripts, get logs, manage disk space.
Are you able to handle this on windows or unix?.
Some people can do both ( I have done both).
Some people don't know UNIX so they want a windows master.
Some don't know windows or are more comfortable on UNIX.
Use what you know you can manage.
There is a difference between the java console GUI and the windows console GUI.
And again it is what you like. I don't like the java GUI and prefer the windows remote admin GUI even though I have a UNIX master and media, but I can use the java if I need to.