How can I run DirectX games on Linux?

I've tried using this tutorial on getting it working but when it tells me to enter a list of dll's from here but I only get a missing page. If I could either have that list or another completely different guide, that would be great.

That is a pretty old guide. To install DirectX, I suggest using a new tool included with wine called winetricks. This tool allows a simple way to:

install some basic components (typically Microsoft DLLs and fonts) and tweak settings required for some applications to run correctly under Wine.

When you type winetricks into a terminal, you will be prompted by a GUI that will allow you to Select a package to install. I believe DirectX will be one of those packages.

Before trying to get a game running with wine I suggest searching for it in the Wine Application Database. For example, the page for League of Legends 4.x, details that you need to have corefonts, and vcrun2008 installed with winetricks, and that OpenGL can be used if you set it in the config files.

When I have tried to get games running through wine in the past, I have found it easiest to run winefile (a filemanager for wine files) from the terminal, and watch the terminal for errors. Googling around the errors encountered always lead me to a package that I needed to install on my Arch system.

Also, you need to realise that there are some games that simply won't run on Linux through wine, or if they do, be quite buggy. This is simply a byproduct of trying to run software on a system it wasn't designed for (without emulation).

I hope this helps.