It's simple... You can install Steam and run games made for Linux or you can also emulate a Windows enviroment to run Windows games.
In firs step, you must install drivers for your graphics card.
Open terminal emulator and type...
sudo add-apt-repository ppa:ubuntu-x-swat/x-updates
sudo apt-get update
sudo apt-get install nvidia-current
sudo add-apt-repository ppa:oibaf/graphics-drivers
sudo apt-get update
sudo apt-get dist-upgrade
sudo add-apt-repository ppa:ubuntu-wine/ppa
sudo apt-get update
sudo apt-get install wine
Now it's time to configure Wine and download some Windows libraries.
Run Winetricks and
Select the default wineprefix and press OK, then Install a Windows DLL or component, press OK.
Now select:
...and press OK
Go to the PlayOnLinux site and choose the correct version of program for your distro, then install PlayOnLinux.
In the last step, run PlayOnLinux and click on the install programs button.