Edit: Use The link Afforess posted first! i didn't realize Tom had updated that guide.
If something doesn't work, you can try my links and whatnot.
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For getting wine installed under ubuntu go here and do what this says.
http://www.winehq.org/download/deb
Really easy, just add the repository then type in the terminal...
Sudo apt-get install wine
(enter password when prompted)
That's done, next you'll need winetricks
Sudo apt-get install winetricks
you'll want to run winetricks to install some microsoft stuff...
./winetricks
(will open a list, just check what the following winehq site says to install)
Give this place a look, should be your best resource for getting any game to run under wine.
http://appdb.winehq.org/objectManager.php?sClass=application&iId=2514
or more specifically (for winetrick instructions look for the header "what to install under winetricks" or whatever)
http://appdb.winehq.org/objectManager.php?sClass=version&iId=8788
Apparently the new patch, 9.19 or whatever isn't going over too well so you may need to stick with 3.17.
You'll also need to download some .dll's of some sort, some directx files I think, it'll list them on the winhq pages about Civ4, just drop them into the main civ4 folder when you get them.
The best two things you could ever possess to learn linux are patience and necessity. Force yourself to use your computer like you would under windows. Everytime you run into a problem, google it, read a bunch of forums, maybe post a few things. It can be frustrating at first, but you'll learn quick, keep notes on frequently used terminal commands, terminal is your best friend and if you don't avoid it, you'll eventually wonder why Windows doesn't have one.
There is a chatroom that comes with an irc-like client with the Ubuntu package I believe you can also use for help, but i'm not sure about this one.
This is one of the better forums, you'll find others I'm sure, but this is a good start
http://www.linuxforums.org/forum/ubuntu-help/
Also, really simple thing, but when you start an .exe in one of the Civ4 cds make sure you right click on it and select "run with wine"
One little graphical problem you'll have is there won't be any progress sliders under cities showing how close something is to being built. Just go into the options and toggle "Detailed city info", and it will show you a number where the sliders were.
PM me again or reply here if you're confused about anything