Hello and welcome
First off, your going to need a program called Wine, a little patience, and your reading glasses
You should be able to find Wine in the ubuntu software center, or simply 'apt-get install wine'. There is a site called
Wine Appdb which lists how well programs will run in wine. Age of Empires 3 has a
gold rating which seems pretty promising.
There is a pretty in-depth howto in the above link, but you may be able to just double click the installer once you've installed wine..
Good luck
