There are a couple of ways, you could use a specific converter like ScummVM, initially designed to play Lucas Arts Games, but its repertoir is expanding. Download from
www.scummvm.org
Or you could try the later versions of Wine, which should be available on your distros cds. I have not used Wine to play any Dos/Win games but have successfully run windows exe files with it, though this was in my case accessing the exe on the windows partition itself (which can be a bit dangerous)! Wine can be set up to have its own "C:" drive within the linux partition but I haven't done this do date. Check the docs/manpages for Wine.
There are other flavours of Wine written for specific tasks, though I don't know if they are specific for games.
Hope this helps