Linux and piracy

So, ive been considering switching to linux for a while now, and after going over why it would be such a great idea, i hit a wall, since most games i play are torrented/pirated, i dont know if i will be able to play said games in linux, since as i have been told linux cant run .exes/windows apps in general, and when i pirate a game, ie fallout: new vegas, the game comes in an exe windows ruuns perfectly, any help?