In a separate thread here on the forums, they have indicated that they have no plans for supporting Linux. Not good news, as far as I am concerned either...
While I can't comment on Linux official support, I can give you a guide on how to set up CFBuilder on Linux:
If you find any bugs, I suggest entering them into the bug tracker.
Thanks, Mark, for the pointer to the post. I have to agree with a couple of the comments on the post, to the extent that it is impressive that you managed to get it working under Linux and it's a real pain to have to jump through those hoops. The keyboard wierdness is a real oddity. I'm not sure many people will put up with either in a product that the vendor has indicated they will charge for on a platform that they don't officially support.
(I'm also hoping that they make the move to Eclipse 3.5 officially ahead of any sort of final release.)