"...given that FM combines data, process and interface?"
Actually, you can separate your solution into an interface and a data file for your run time to make updates easier. (Changes to the interface file can simply be replaced with a new copy.) Look up "Data separation model" in this or other Filemaker Forums for details.
You can also write scripts that automatically import all records from the original data file into each of the tables of the updated file and also update serial number settings as well.
"Does that mean I have to buy a Windows version of FM Pro Advanced to do this? "
Check with customer service. I didn't get Filemaker adv 9, but versions 10 and 11 came with installers for both systems. I would guess that was also true for version 9 as well.
"b. Also do I have to make the application on each of Windows XP and Windows Vista and Windows 7?"
No, you can bind the files on any one of the three and you should be able to get the run time to work on all of them.
Thanks heaps Phil
FM9 does come with both Windows and Mac version. As I understand it (at least with V10 & 11) you can install FMP advanced on two computers as long as you are only using one copy at a time. I believe the idea behind this is exactly for the purpose you require.. to create cross platform solutions / runtimes.
On windows, you only have to bind the runtime files one version of the OS, no need to re-bind it on multiple versions.
Features you will lose are all networking / web sharing / external data sources and save as PDF...was PDF even in 9, cant remember