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Let me clear up a misconception about Linux. It seems many think that there are no games out there for Linux. You can play plenty of games in Linux! There are games like Return To Castle Wolfenstein: Enemy Territory and Neverwinter Nights that run natively in Linux. There are also a ton of open source games available. However, I come with even better news; you can play some Windows games in Linux.
There is a translator named Cedega. It's not an emulator, so I think translator is a far better term. You can get more information about Cedega at http://www.transgaming.com/. As of this publication Cedega costs $15, that is $5/month for three months. Cedega supports a bunch of games. Some it supports very well, some it has issues with, requiring the use of available workarounds, and some games just refuse to work.
The good news is that World of Warcraft (WoW) is fully supported by the Transgaming. You might need a little support with patches and such, which is why the Transgaming forum is a great resource. Here you can find the WoW forum and all the basic information you may need to get up and running. Since you are playing games on an OS they were never made to be played on, you sometimes have to mess around with a few things. Typically it is no worse than following simple instructions posted in the forums. The best part is if you run into any trouble, the forums are a great place to find an answer.
If you want to play games, other than WoW, you'll have to check and see if they are supported by checking the Transgaming database.