Unlike crippled-crap iOS, OS X isn’t a walled garden. No jailbreak required to run unsigned or non-Apple-sourced software.
As far as running Windows on Macs, I’ve done so for years, starting with XP and moving to Windows 7 under both VirtualBox and dual-boot. Never a problem, short of an HDD crash that also took out the OS X install. The Intel hardware is very similar to most PCs and is more than capable of running Windows.