to play games distributed as binaries, for execution in windows, you need, sadly, windows. As far as i know, those binaries are not portable to other OSs without access to the source code.
This means you will have to dual boot between windows and another OS, or run another OS, with either a windows emulator such as wine, or a virtual machine, like VMware, with windows installed, in your new OS. the virtual machine will probably cost a lot of money, and wine is reputedly not perfect, so yr best bet is to dual boot between windows and either linux or BSD, or both.
Then you can use yr new OS for internet and windows for gaming.
You also get to choose which one you use for everything else, which is one better than if you have windows alone installed.