Dev-C++ is a Windows program, so you'll need mingw to run it. Which distro are you using? And what kind of file is your package, i.e. a .deb, .rpm, .tar, etc.
Most distros have thier own package manager. Most people use thier package manager to get thier program for them. While you can install stuff on your own, its not as common. A lot of people compile and install programs from source when its not in thier package manager. So there are many ways to do it.
Not to discourage use, but there are tons of great free C++ IDEs made for Linux that won't require emulation. Your best bet is to use one of those. I used Dev-C++ when I used Windows and it took me a while to switch, but there really are just as nice IDEs made for Linux. Here's a sample:
(really similar to Dev IMO)
If you don't need a full IDE, all you really need is just an editor, then I recomend: