I've managed to install the Windows based Steam on my Ubuntu through Wine.
I downloaded Mount And Blades Warbands with the Napoleonic Wars DLC and I set up my usual settings, but then when I joined a multiplayer game it lagged horribly. I looked at the "Estimated Performance" metre in the graphics settings and it showed 47%, on my Windows system it showed 117%.
From what I have read, it seems like Wine is not optimized for gaming.
Does anyone know a better .exe emulator for gaming?