From Guild Wars Wiki

Warning: Running Guild Wars on a non-Windows operating system, or with any other computer which does not meet the system requirements, is completely unsupported by ArenaNet and NCSoft.

[edit] Installing Wine on Ubuntu system

Use the following command to install Wine pre-compiled package on Debian system:

sudo apt-get install wine
<Enter your password>

Continue on Guild Wars on Wine to complete the GuildWars client installation.

[edit] Ubuntu notes

It is recommended that you update your package manager to use the official Wine repositories, if you can. Once you've done this, you can run the command above as usual to get the most recent version of Wine.