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?
yep i have old laptop (asus L5g whit radeon 9600) ,i have try to compile (whit master) and use old tar.gz … but gl are ok (use mesa tools glxinfo)
have screenshot of error (failed to set video mode:Could not create GL context: GLXBadFBConfig
here is error