Wine is a project that provides alternatives to Windows libraries. Normally, programs use functions that are built into Windows or parts of it (e.g. DirectX). These aren't generally available in Linux, but when you run wine
and pass in the name of the program, it tries to run that program, translating the Windows calls into ones Linux understands. (At least, that's how I think of it, it's probably not technically accurate).
You don't have to have Windows at all, since wine aims to be a Windows replacement. Besides, you wouldn't be running CS in Linux if you were booted into Windows!