I work on a KDE3 desktop and used simply konqueror to copy paste the mohaa game from windows to linux.
From which login you perform the copy is important. (root or other)
The best way to do it is to copy it with your root account and give permissions afterwards to anybody on the copied files.
If you're a linux newbie I believe konqueror will do the trick for you.
Afterwards just use the linux binary (can be downloaded from my website http://www.helldesk.tk
) and read the manual.