you can do any of the ones you mention, however web is for a really fast game experience since you don’t need to download anything you just play and rate faster. But I truly stick with windows always! 

web is always the best option if possible and will get you more plays. it runs on literally anything, including systems that you didn’t even think to list. windows-only is more likely to be playable than anything-else-only, but many of the participants don’t have windows