They're not there yet. Steam for Linux only supports Ubuntu officially. Otherwise, you have to resort to installing dependencies for some of the games manually and other tinkering. Serious Sam 3 even asks for root access that it can install the libraries it needs.
I don't get this. It's a multi-GB game that already needs to be downloaded over internet. Why don't they just bundle the dependencies, or at least make it installable via steam as a separate component? There should be no reason for a game to ever ask you to become root.