You should probably study linear algebra if you really want to grasp this.
I'll explain it for Euclidean spaces. A function ##T:\mathbb{R}^n\rightarrow \mathbb{R}^m## is called linear if the following two properties are satisfied
1) ##T(\mathbf{x} + \mathbf{y}) = T(\mathbf{x}) + T(\mathbf{y})## for ##\mathbf{x},\mathbf{y}\in \mathbb{R}^n##.
2) ##T(\lambda\mathbf{x}) = \lambda T(\mathbf{x})## for ##\mathbf{x}\in \mathbb{R}^n## and ##\lambda\in \mathbb{R}##.
Now, an orthogonal transformation is a linear transformation if it preserves the inner product. On ##\mathbb{R}^n## you have the inner product
\mathbf{x}\cdot \mathbf{y} = x_1 y_1 + ... + x_n y_n
Thus an orthogonal transformation satisfies ##T(\mathbf{x}) \cdot T(\mathbf{y}) = \mathbf{x} \cdot \mathbf{y}## for each ##\mathbf{x},\mathbf{y}\in \mathbb{R}^n##. Note that by definition an orthogonal transformation is linear.