Basics
The basics on how to use everything can be found on the main '51 site under Specialized References. Those four pages (and subpages) should tell you how to use all the tools, the arguments, and the commands within pcdebug.
Note that these are DOS command line programs, so you can't just put the executables (e.g. ASM86.EXE) in any other directory and expect to be able to use it in the directory with your .ASM files. You could put a copy of all the tools in the same folder as your .ASM files, but chances are you'll have a separate folder for each programming assignment, so it's silly to have many copies of the executable all over the place. What you do instead is set up your system PATH to include the directory with the executables. Glen's page already tells you how to set up the path each time you open a command window, but you can also tell Windows to make your changes permanent (so you can just open up a command line and the path will be set). To do this, Google for "Windows system path"; this is one page of several that tells you how to do it.
Automating the process
Most of you who don't know about batch files probably type in the same list of commands over and over to assemble all your files, then link them, then locate them. While there's nothing wrong with that, you can probably guess that there's a way to do all those commands at once. It's called a batch file, which is just a list of commands you would normally type in, listed one per line, in a file with the extension .BAT. An example batch file is given below. Copy and paste the text into a text file and rename it to BUILD.BAT or something like that, then run it in your project directory (assuming the tools are in your PATH already).
ASM86.EXE hw3test.asm DB EP M1 ASM86.EXE converts.asm DB EP M1 LINK86.EXE HW3TEST.OBJ, CONVERTS.OBJ to HW3.LNK LOC86.EXE HW3.LNK to HW3 NOIC AD(SM(CODE(01000h),DATA(03000h),STACK(4000h)))
The above works for your homework 3 code if you used Glen's templates. Now, you can imagine how you would modify it if you had more files; just add more ASM86 lines, and add more stuff to the LINK86 line. If you just double click on the file, a DOS command window pops up, all the commands and output flies by, and then goes away. To avoid this, either run the file directly in the command line, or add a PAUSE command at the end.
Also, DOS has a 127 (?) character line length limit, so the LINK86 line can't be too long. Later on, when you have more files (on the order of 10), your LINK86 line might get too long. What you can do instead is link several files together into a temporary file, and then link that temporary file with the remaining files. You can also do other amazing things like add in a PAUSE command and then run pcdebug_win32 automatically afterwards. Visit Tom Quetchenbach's page for additional Windows batch file awesomeness.
Within pcdebug, there is the potential for automation as well. Look in the help ("help" command), and look at the information at the end about PCDEBUG.CFG as well as the "in" command. Play around with this to see what you can do with it. Most people use it to set a bunch of breakpoints automatically, but I'm interested in knowing how far we can take this.
But does it run (under) Linux?
Yes! The commands work in Wine out of the box, or if enjoy pain, in Dosemu with some scripting. I have assembled sample scripts for using Wine (a Bash-like script) as well as doing the same under Dosemu (several kludgy scripts). Look through the files and change whatever you think needs to be changed; they are only meant to be starting points for your own optimizations. Both assume working and relatively recent versions of Wine or Dosemu installed (properly). The Wine version actually uses dosclean.sh from the Dosemu package, but you don't need to run that. Also, the file project.txt contains the filenames of your .ASM files without the extension, so the scripts will just go through that and automatically build each file listed.