I am going to build desktop application for Windows and Linux both. I tried to use Swing with Java, but it's a bit too rough. Right now I have focused on the Griffon framework.
Is it possible (I bet it is) to build application for Windows (exe file) and Linux (other executable file) ? How can I do it ?
Yes, you can build an app targeting several platforms. In terms of deployment, i.e, creating platform specific installers/launchers have a look at the Installer plugin
http://artifacts.griffon-framework.org/plugin/installer
Cheers, Andres