Enable Linux builds

[NikolaMilosavljevic]

We will soon need to run some tests on Linux and need to compile native binaries for those.

Eventually we could have native Linux binaries and packages.

This issue tracks the following work:

• Updates in Azure pipelines for Linux support
• Updates in build infrastructure for Linux support

[NikolaMilosavljevic]

[Triage] @joeloff are you thinking of doing this as part of your library work?

[joeloff]

I was thinking of doing it separately once we got the initial code changes in.