Linux Client support is currently not part of the UTM Endpoint Protection feature; however, Sophos Endpoint Protection (the standalone, Windows Server-hosted version) does have Linux clients available.
In Cloud Endpoint, only Windows and Mac are supported.
In Endpoint managed with the Enterprise Console (EC), Windows, Mac and Linux are supported.
I expect that the UTM Endpoint will have been replaced by Cloud before Linux support comes to UTM Endpoint, and that Cloud will cover all three OSs as does the EC now.