It should work according to my research, though I do recommend trying Linux native alternatives as well. I personally went with Strawberry for now and it is similar enough for me.

I also dual boot on a laptop and a lot of games work well, especially via steam. I do have more problems with my GoG library and I had massive troubles to get Anno installed via Uplay. I've also noticed there are a lot of native native Linux ports coming out for some older games as well.