I'm a little puzzled by the OP's question. Loki produced Linux ports of Soldier of Fortune (the first one, not Double Helix) and Civilization: Call to Power. My understanding is that there IS a stand-alone Linux server for Solder of Fortune II: Double Helix, but the game itself is Windows/Mac only. And Civilization: Call to Power is a totally different animal from Civilization IV, and I have never heard of a Linux port of Civilization IV. So exactly what games or servers are you interested in running?
Laxdragon's comments about library dependencies are correct, and they may be an insuperable problem. Some enterprising Loki users have managed to get some of the old games running on newer distributions by adjusting links to point to newer libraries, but there is no guarantee that you are going to have the compatibility you need, and you may have to attempt this for dozens of different libraries (not a promising prospect).
If your Windows machine is an older model (circa Windows XP), I would suggest trying to lay your hands on some Linux distribution that was current 2-3 years following the release of your Loki titles and see if you get better results than with Ubuntu. Obviously, a newer Windows machine will mean poor (or no) hardware support from your alternative Linux distribution.
Also, it looks like this guy has come up with a solution, but it may not work with all distributions:
http://www.swanson.ukfsn.org/loki/
Good luck!