Linux based Distros are not windows in another shell, they are a different type of operating system. You can install some of your games using a windows application emulator such as wine, cedega or crossover games, but the not all games are supported and the experience differs per games since those emulators are essentially someone trying to reverse engineer the windows functions.

You will want to check each emulator's appDb to see if your games are supported and what quality level they are, the websites are below.

http://www.winehq.org/
http://www.cedega.com/
https://www.codeweavers.com/products/cxgames/