[Wine] How To Get Games on Steam?

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I'm about to try out Team Fortress 2 because my friends wanted me to join in with them, and I'm using Wine to run Steam.

However, because I'm new to this Steam business and everything, I'm just curious -- how do I install a game using Steam as the AppDB says?

Or, how do I move TF2 files to this "steamapps" folder, and if that is the preferred method, how can I get the TF2 files?