Great question Jerome.
VTune for Linux won't install on Fedora Core as yet. But, you might be able to install it on a supported OS as listed in the release notes, and, run the linux remote agent (vtserver) on the system you outline below.
In that event, you sit at the GUI on one server, and launch collection activities over to the vtserver computer, where the data is collected and sent back to the GUI.
The vtserver install is fairly simple and fast. You could use either the WIndows or Linux GUI software to talk to it.
Multithreading is not a problem for all released vtunes: we grok it fully and show the results in the data.
I hope this helps.
cheers
jdg