You'll need Wine, steam installer, some fonts. 
  
  
 
Wine
 
On terminal: 
 
sudo apt-get install wine
 
 
Once wine is installed, download these fonts.
 
 
http://thepemberton.com/posts/downloads/fonts.7z
 
or 
 
http://rapidshare.com/files/299699800/fonts.7z
 
  
you will also need a 7z extractor: 
 
sudo apt-get install p7zip-full
 
Extract them to ~/.wine/drive_c/windows/fonts/ . 
  
 
Steam Installer(msi)
 
 
http://storefront.steampowered.com/download/SteamInstall.msi
 
Save it to desktop. 
  
 
Installing Steam
 
on terminal 
 
cd ~/Desktop
msiexec /i SteamInstall.msi
 
and follow the steps to install Steam. 
-Download the games and you're ready to play the game. 
  
 
Re-launching the game
 
Create a ".sh" file on desktop and edit it with text editor 
 
cd ~/.wine/drive_c/Program\ Files/Steam
wine Steam.exe
 
save and run... 
you might need to add rights for execution 
 
cd ~/desktop
chmod +x "filename.sh"
 
  
  
Credits to wiki.ubuntu.com and thepemberton.com