For example, Linux will ask permission for each and every action; e.g., for installing software and uninstalling software.
Is it possible to configure Windows like that?
What Windows version you have?
In Windows 7, you can do it with User Account Control Settings: Go to Start Button, Control Panel (icon view), Action Center, then click Change User Account Control settings on the left side.
You have more information here: http://windows.microsoft.com/en-us/windows/what-are-user-account-control-settings#1TC=windows-7