Linux is more likely to have to deal with something like poor/nonexistent drivers that mean a device consumes extra power compared to Windows. But,

* cpupower is pretty nice for manual control of your clock speeds

* the diversity of window managers allows you to have something like a mostly-black UI, which can help on OLED screens. You can even invert the screen color in X, if your programs insist on rendering black-on-white.

* not randomly cranking up the CPU for some windows whatever scan thing saves some power