Steam Linux won't add a Game

Hello.
I use Lubuntu 12.04 64 bits.
I have Steam ver. 1.0.0.20 and the BlackMesa game.
When I try to add a non-steam-game it only gives me the option to choose an aplication, not an .exe file:
https://www.pasteall.org/pic/43357
What is wrong with my Steam and how can I solve this problem?
Thank you.

EXE files are Windows executables (they don’t work natively on Linux.) That EXE file is a Windows installer for Black Mesa. Black Mesa isn’t currently (probably not for a while, if ever) compatable with Linux. If you want to run Black Mesa under Linux, you have to install a Windows compatability layer such as Wine. Once you install Wine, download Steam for Windows and install it, install Black Mesa with that EXE, restart Steam for Windows and it should be under your library. However, it would be better to just use actual Windows to run it for various compatibilty reasons.

Did you try installing Wine and then installing Steam for Windows? I was running into the same issues and doing this solved it for me. Hope this helps. Let me know if this worked.

Founded in 2004, Leakfree.org became one of the first online communities dedicated to Valve’s Source engine development. It is more famously known for the formation of Black Mesa: Source under the 'Leakfree Modification Team' handle in September 2004.