Wine is a compatability layer for running Windows software on Linux. Of course, reimplimenting the whole Windows API is a very ambitious task and Wine is not able to run every software perfectly, if at all.
A good example of software that does run reasonably well is Steam and the Half-Life series with their expansions and the famous Counter-Strike modification.
To play those games, go to the Steam Website, download the installer and open it with wine.
The installer should be self explanatory and after the installation there should even be a Steam launcher on the desktop. You can run Steam from there and everything should work like it would using Windows.
Games I can confirm to work are Half-Life and the expansion packs Blue Shift and Opposing Force, but Half-Life 2 and Counter-Strike (original and Source versions) are said to work, too.
Here is a screenshot of my Steam installation after I entered the serial number of my Half-Life Platinum Pack:
If Steam works fine but it freezes after starting a game you probably have to switch from the ALSA to the OSS driver in your Wine configuration. This can easily be done with the ‘winecfg’ utility. It should work fine if the Audio setup looks like this:
If you have any problems feel free to ask in the forums or post a comment.
Otherwise, Have fun gaming