Use Disk Utility.app to create a new disk image.
In the dialog that's presented where you name the disk image and pick its size and format, you can also pick the Image Format. One of the options is sparse bundle disk image.
It's a file or set of files that contains a file-system.
The ability to read a Mac HDD in Windows or Linux will depend on the HDD's format. For example, Window can't read HFS+ by default. HFS+ requires additional software. I don't know about APFS support on Windows at all.
A Mac disk image can't be mounted in Windows, AFAIK. It might be mountable in Linux, but I'm not sure. It's something worth googling.
At this point, you haven't posted a complete list of requirements. It would help everyone who is posting advice if you give a complete list of requirements for your intended backup plan. In particular, what other OSes do your backups need to be readable or writable on? By that I mean a list of Windows versions, like Win7 or Win8 or Win10. Simply saying "Windows" is too vague. Same thing for Linux.