This thread contains useful info to run most games listed on this website under a GNU/Linux-based distro. (Popularly just known as "Linux").
While a few games run natively, several are made for Windows only. This thread provides general workarounds and solutions to getting (most of) these games to run on your favorite Linux distribution, either using Wine - the most popular way to run Windows software in Linux - or by converting the game to run in Linux natively.
While some workarounds are ugly, complex and/or difficult to understand, and a few games simply cannot be run at all, the solutions here provided are better than using a Virtual Machine, which would otherwise be the only way to run them.
I highly recommend checking this if you're trying to run a windows game on Linux.