What if I installed an .exe game with a trojan using wine on my Ubuntu? Would this allow the hackers to hack into my device just like what happens usually on Windows? What about the viruses that work behind the scenes in the background, backdoors, the trojans that store a file inside the registry, startup folder and I don't know what else -- will my Ubuntu be hacked just like what happens in Windows?
Extra question: Should I install anti-virus on my Ubuntu?
Possible, but unlikely.
Ubuntu is not a Windows clone: There is no registry. The system calls are very different. The networking stacks are not similar. Permissions don't work the same way.
Windows malware written to exploit Windows vulnerabilities simply won't work on a Linux system. The binary might not even run - Wine is not a complete Windows syscall set.
For malware to work on Linux, it must be written for Linux. It must use Linux-specific exploits to gain permission to do anything useful. Since Ubuntu's desktop share is currently around 1%-2%, and since most gamers have little of value to steal, poisoning Windows games with Ubuntu malware seems likely to be a complicated waste of time.