Hello fabtravel, welcome to PlayOnLinux!
Games are very easy to install with PlayOnLinux
What distro are you using? (Ubuntu, Mint, SuSE, etc)
If you got a 64-bit distro, then you will probably need some 32-bit libraries to run games.
What video card/chip are you using?
Video drivers have to be installed for your video card/chip in order to play a lot of games. Specially modern games. Distro's like Ubuntu and Mint will install them for you if the drivers are available.
Use your distro's software installer to install Wine and then PlayOnLinux
Unfortunately they might have older versions, but it should still work.
Launch PlayOnLinux, click Install, search for a game
Select your game and click Install
This method uses a script to automatically install the version of Wine, libraries and whatever else the game needs to run.
Play your game. If it doesn't run, post your problems here in the forum. Remember to post your computer specs like: Distro, video card, version of PlayOnLinux
You can also run a game by clicking "debug" in PlayOnLInux and it will show you any errors or bugs that might be helpful to troubleshoot the game.