Well, the problem is going to be ...
"which game?" And, "does the vendor of that game support Linux as a foundation for their server?"
I would predict that they most likely do
not. They probably picked one platform ... probably Microsoft Windows® ... and one development environment ... probably Microsoft Visual Studio® ... with which to develop "their server platform."
And, if you love their game, this is probably a
"killer app" scenario: a case where "the need to run a
particular application" drives a decision to purchase the necessary "operating system," and from there, an appropriate-to-you piece of hardware upon which to run it.
If you get a bee in your bonnet to compel the software to run on some other platform, well, perhaps you
could do it, but ...
"wouldn't you rather play this game?" 
It's rather pointless to become lost in "The Land of Zero Return-On-Investment."
Let the game-vendor tell you what to do, and do it. Buy(!) the
exact version of
Microsoft Windows whatever operating-system the game-vendor specifies, run it on an appropriately-powerful box
(again, as they specify), install the software. Then, grab a
box of popcorn six-pack of energy drinks and start doing what was the reason for all this in the first place:
"start playing!" 
