Playing Russian Overkill is a lot of fun, and this can be done on Linux as well as Windows. We need to add another repository to Ubuntu to manage this.
Add the required package repository. I am assuming you already have a copy of classic Doom and the Russian Overkill mod.
sudo apt-add-repository 'deb http://debian.drdteam.org/ stable multiverse'
Then add the required key to allow package installation.
wget -qO - http://debian.drdteam.org/drdteam.gpg | sudo apt-key add -
Now we can install Gzdoom.
sudo apt update && sudo apt install zdoom
Now we can play some Russian Overkill.
zdoom -file RO_pb_2.4.pk3
Russian Overkill makes Ultimate Doom episode 4 very easy. I tried Gzdoom and it will not run on Linux, it crashes when I try and run it.
But zdoom runs just fine and Russian Overkill works with it too.
So have a go and I know you will enjoy this fine mod.