as any other program for debian, install the .deb package (sudo dpkg -i nameofpackage.deb), launch it and configure it 1 thing: cedega is not free, and it will require a "local-upgrade" which is something like the engine it uses. alternatively you can use WineX which is free, you better take a deeper look on http://www.linux-gamers.net/, section 'howtos' nor loki installers. it will take you a time to learn how everything works but believe me, on a couple of days you'll be running windows stuff like if you were... well on windows