It doesn't, as its not to my knowledge released in a format that supports linux at all, but Paradox's games generally don't employ a dumb DRM (that actually never works against pirates, but destroys usability for ordinary users) or other bad things (except .NET framework for EUIII and Armageddon boosters exe (altough quick workarounds are easy), so its generally easy to emulate (which is specifically why I have bought: EUII, Vicky, CK all except CK have not given me any troubles).
Personally I think that they should release a linux version (damn Direct X, damn it to hell) of their games, at least available over the net, I think that everybody should do it, and of course drop Direct X (X=crap, damn it to hell) and move to another graphics engine (OpenGL?).
My performance issues have not however prevented me from enjoying the game as I am what you can call a old school PC/console gamer and have generally rarely had enough to pay for hardware updates (still remember playing trough Red Alert on a pc from 1990 perhaps 1992 (don't know the specs on that one, sorry).
Other than that I apologize on my over use of paranthesises and poor grammar, but I am tired as hell.