Now we can say that this statement won't be around much longer, because today you can install and play dozens of games made only for Windows on your favorite Linux distribution thanks to PlayOnLinux.
PlayOnLinux is a free, open-source program developed thanks to the combined efforts of the Linux community, making it possible to run games made only for Windows on Linux. In fact, you don't need a Windows license with this program to install and use on Linux the many different kinds of games and programs it offers.
The program is based on Wine, which you can also download separately, but PlayOnLinux improves and adapts it for games, all on a simple and easy-to-use interface, in addition to the many advanced configuration settings that are included for improving the game performance.
You can easily know which games are supported by the program thanks to the integrated catalog. You can play some of the most popular games in the world of video games in a matter of minutes, without breaking a sweat, simply by selecting the game you want and following the installation wizard's instructions.
What's more, if sadly your game isn't in the catalog, you can try to force the installation from the manual installation module.
With the help of Wine, and a thorough installation wizard, you can install all your favorite Windows games on your Linux machine without causing a headache.