I bought a games bundle which has games that are both available and not available for Linux. I understand that to play the available games for Linux I only have to download Steam and voilà. But is it possible to play the games that are 'not available for Linux' by installing steam on PlayOnLinux or Wine and then installing the game with steam? I got Ubuntu 14.04
There are a few ways to do it, you could download steam for windows using wine then download the games, or if you had enough ram you could use virtualbox with a windows os. and if you're a hardcore gamer you could download windows alongside ubuntu.
It's not Ubuntu question, but primarily Wine. See their site https://appdb.winehq.org/. There you can see list of Windows applications and their Wine tests (for different versions, distributions and etc). They have good rank and description (usually) for wine abilities for running different applications or workarounds to run something using Wine.