One of the basic differences between windows and Linux is that instead of C:\your_folder or D:\your_folder is that you mount drives as directories wherever you want in the filesystem. For example /home/username/documents could be on drive A while /home/username/games could be on drive B or even on a remote server. It's actually pretty common to put the entire /home directory on a separate drive which makes reinstalling or changing the distro very easy.
So to answer your question, yes you can put your games wherever you want and they will run seamlessly. Wine can be pointed straight at an .exe. the only thing that gets a little weird is when you try and run programs remotely through a network share, but you can usually solve that with symlinks.
Here's the episode since it's not linked in the article. Not bad for ai. Not really comedy either.