Linux has been doing this for a lot longer than Windows has. (Which I only actually know because there was so much FUD about Vista's pre-fetching when it came out.)
edit: Sorry, getting prefetching and SuperFetch confused.
Doing what? Prefetching? It has been there since XP.It is not just simple caching. Windows probably was doing caching even before Linux existed.
What Vista does is SuperFetch and I don't think it's there in Linux even now, except that someone wrote a program that would do a similar thing but it's not really used that much.