• First off, you’ll need to have wine installed. If you don’t, fire up a terminal and hit sudo apt-get install wine
• Then enter your CD.
• The computer will note the autorun content on the disc and asks you what to do with it.
  By default, there should be the option to execute it using wine.
• Hit the OK button.
• Let it install, and you’re ready to play.

If you don’t have the cd’s you can always follow Christer Edwards’s blogpost.