Linux does in fact support multiple users. Ubuntu Linux supports user switching as well.
To set up another user account in Ubuntu (and many other Debian based Linux distributions):
Click System> Administration> “Users and Groups”
Click the “Unlock” button at the bottom of the window, and enter your password at the Security Policy prompt.
Click “Add User”.
To get to the user account, you can do one of two things:
1. Log out of the current account, and log in using the new username and password at the login window
2. Click your username at the top right hand corner of your screen (where the red power icon is) and select the user you would like to switch to.
You will also notice that Ubuntu has a “Guest Session” account, great for when friends need to use the computer.