First off there are plenty of pdf programmes that do not require Wine. I can
read any pdf file with Linux. I can read digital books and do so routinely. You
can also install readers for other ebooks file types (such as Gutenbrowser which
reads several formats, including plucker).

Games are an issue because they often use specific libraries that only work in
Windows. Active X would be an example. You can get more compatibility by using
Codeweavers game specific software or Transgaming's Cedega, both are
commercial. You can find a list of supported Windows games on their sites.