You don't need Orange Box SDK unless you are mapping. Just an Orange Box game to grant you a license to download and run the engine.
Most noobs think operating systems are black and white. Linux for desktopping, Windows for gaming. Goldeneye Source (Beta 4 WIP at least) likes to crash under Wine; something to do with the HUD I think. I can dev and trial my scenarios under Linux, but I can't play it for fun or betatest without returning to Windows.
No sense in copying though; install Steam on an NTFS drive in Windows, then msiexec Steam and make a symbolic link from your Wine Steam directory to the NTFS installation. Works good man; no duplicating of many gigs, config files, etc. Probably don't even need to actually install Steam to Wine, but I did to ensure registry keys are established.