VirtualBox isn't the best solution, since it requires 2 operating systems to run simultaneously, along with a game. Plus, you will often experience problems with the mouse not working properly.
There is a better solution. There's a program called PlayOnLinux, which is a frontend for Wine.
Here's the download link: PlayOnLinux Download
If you download it here, you will be able to get the latest version, which you don't get via the Software Center.
After that, you can install Steam via PlayOnLinux, and you will be able to install your Steam games through that, as long as you make sure it is the right Wine version.
You can check which Wine versions you have to use for your games, here: Wine version
You can also browse games to install from PlayOnLinux, and you will be able to use the Steam version in some of them (I believe that Skyrim is one of those games, but I'm not sure). It's easier, because it finds the right Wine version for you, but of course, the PlayOnLinux doesn't feature all games, and you will have to find some of them yourself, and install them manually.
I did this, and most of my games work.
Also, on the WineHQ site, you will be able to see how the games work via Wine, if there is large amount of bugs, or anything like that.
You want to use SteamCMD, you can specify that you want to download Linux/Mac/Windows version of any Steam ID that uses SteamPipe (which is just about all of them).
https://developer.valvesoftware.com/wiki/SteamCMD#Cross-Platform_Installation
Is a direct link to the specific bit you're after. An exert:
Cross-Platform Installation
It is possible to choose the platform for which SteamCMD should download files, even if it isn't the platform it is currently running on. This is done using the @sSteamCmdForcePlatformType variable. (Yes, those are two "s"es at the beginning of the variable name.) For example, to download the Windows CSGO dedicated server on Linux, you can run the following command:
...
Hope that helps!
EDIT: Just so you know, you'll need the Steam ID for a particular game to use this method, which you can find: https://steamdb.info/
Best Answer
Valve's SteamCMD does just that. A short and incomplete transcript:
sudo apt-get install lib32gcc1
./steamcmd.sh +@sSteamCmdForcePlatformType windows
.login <username>
force_install_dir <path>
http://store.steampowered.com/app/<app_id>
).app_update <app_id>