Getting steam working is a bit of problem (there are issues between the 32bit applications that steam uses and the 64 bit Endless 3.0 system, as well as a couple of packaging problems).
Wine isn't supported out of the box on Endless, but we'd love to see developers work on integrating it with Flatpak (the system the Endless uses to install apps).
There's been some work to package installers from GOG for Flatpak https://github.com/hadess/flatpak-games but that'll be hard to use on Endless right now (it should get easier in 3.1 early next year!)
For retro games with emulators you can install GNOME Games! It's a bit of a fuss at the moment but you can get it from the 'nightly' repository, instructions here: http://flatpak.org/apps.html
Some information on features in GNOME Games: http://bytesgnomeschozo.blogspot.co.uk/2016/09/gnome-games-322-giant-leap.html
and information on the emulator 'cores' that are installed by default, or that you can obtain and manually put in the right place: