If you want to use PKHeX on an operating system other than Windows, you must take it upon yourself to find a way to execute that.
There are two different ways that I préfère, Wine or Winebottler.
Wine will run PKHeX.exe 17.02.07. Winebottler will wrap PKHeX 17.02.07.
Using the Wine application, you must access the menu. Then you must select Winetricks. Then tick "dotnet46" and tick silent install and then select apply. Be patient as it applies the Winetricks, it could take a minute or less. Doing that will incorporate .NET Framework 4.6 into Wine when you run an executable.
I'll assume you know how to launch the .exe with Wine, so I'll leave it at that.
I'll attach some screenshots to assist you.