Depends, Wine is still in development and it has to be detecting and work exactly like Windows to the game or else it might come up with an error and still work or if its picky it will shutdown. After installing Wine you should run something like this in the terminal (which can be found via the start menu):
wine /mnt/cdrom/setup.exe
if the cd has been mounted and the game setup is called 'setup.exe' if not mount the cd and change the 'setup.exe' to the setup file. This might not work for all games and there are sertine things you can do to get some games to work. Visit their site winehq.org and search for the game tutorial. They have some pretty good tutorials there. Good luck with Wine!
