Most all Blizzard games work good from what I hear on wineX. As for SOF, there is a native linux version of the game. check out www.tuxgames.com
I don't believe there is an installer for the windows cd version for linux. Typically if a cd needs to be mounted in wineX, I believe you may need to crack it or enable some of the special functions in the Point2Play menu. Other than that, I have no idea.