We posted simple DNX concept before, the DNX is .NET Execution Environment. By now I have acknowledged DNX was for cross-platform ASP.NET Web applications, also for cross-platform console applications. But I do not know whether DNX support Windows Form applications or WPF applications because the DNX is still on very early stage, not released formal version yet.
DNX has actually 3 editions:
1: DNX for .NET framework, which only supports Windows system;
2: DNX for .NET core, which can be run on Windows, Linux and OS X systems. The .NET core includes a subset of the .NET Framework.
Due to my personal understanding, comparing .NET core with .NET framework, the difference is just simplified think .NET core is a kind of new “.NET framework” which is supporting Windows, Linux, OS X etc. if a .NET application was working on .NET Framework, it needs to be rebuilt on .NET core.
3: DNX for Mono: Mono supports Window, Linux and OS X, but it was not from Microsoft, it is an open source project which was started very early, so it support .NET very well on different platforms.
Here is a ASP.NET official article about choosing the right .NET for you on the server.