It shouldn't be necessary in Linux since there is a filesystem notification system (inotify) that sends file and directory change notification events to applications (including the GNOME and KDE file managers and desktops). OS X has a similar facility (FSEvents) that works with Finder.
In fact, Windows has a similar facility as well, but, for some reason, Windows Explorer (which does actually seem to use it) doesn't always pick up on the notification events. I don't know enough about the underlying implementation to understand why that is so, but strictly speaking, the refresh item should hypothetically be irrelevant on Windows as well. Unfortunately, it is still sometimes necessary for some reason.
But if you like to do it any way you use [F5] Key to do the same in Linux(i.e. Ubuntu, mint,Kali,Backtrack etc.), Windows and MAC.