Which software (Windows&Linux) can I use to (yellow) "light pen" text in an image?
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If you are just looking for simple easy to use software I highly suggest you try using Lightshot. It's a nifty little tool that lets you use a highlighter on the image as well as draw arrows, lines, boxes and write text. Here is a tutorial for working with Lightshot.
Windows also has a built-in screenshotting tool called Snipping-tool that is similar to Lightshot.
If you are wanting to extract the text from the screenshot as well, then you would need a screenshotting tool that also has OCR support. You could check out the OCR Screen Capture demo from LEADTOOLS here
Disclaimer: I am an employee of this prodcuct