There are no "surround sound" headphones (at least not since razer hp1), it's a gimmick, any advertised as such are using a single driver per side and doing fake surround in software (driver).
You can use any headset and set up various virtual surround programs in Linux, you might want to look into details of that before buying a headset.
You can probably assume if the headset wants to use some windows software or drivers to "set up" the surround sound that it won't work on Linux the same way, but it is possible to do with other programs.