Welcome to SSC Carlino
Its been a while since I have used linux to play games. But I guess the first question would be which version of Linux are you using. More linux distros today support windows-like installations and if you use Steam it should install for you.
But if your downloading packages or source you may need to consult the games website/forum for this. What game are you trying to install?
You can use wine emulation on many popular distros, It may not always work but It is the easiest thing to do without recompiling things especially games that have not had their source code posted somewhere
Something odd about this thread:
Last Post: 50 years ago
The station passed through a highly focused aperture in the space time continuum and the energy from the singularity shifted the chroniton particles in our hull into a high state of temporal flux.
Or you just try turning it off and on again.
Ain't that the truth! This was released 50 years ago:
Oolite Naval Attaché