Gaming on Linux has come a long way, but one of the faults is the ability to play games strictly designed for Windows.  Wine is one solution, but it requires a lot of configuration when it comes to Steam.  Especially if you have a custom built Steam box for casual gaming in your living room.  Perhaps that runs Arch Linux?  Well ut seems that the Steam team has been working on a solution with Proton; a modified Wine launching system that allows you to play Windows exclusive Steam games natively from the Steam interface.  It seems fairly simple to serup up as well, you need to install Proton

$ yaourt -S proton

Once that's done, you will need to put your Steam Client into beta mode and enable all games to use Proton (in the Steam Play section of the settings).

After that, windows games will be able to install and launch from your Steam Client on Linux.